question

Upvotes
Accepted
haykaz.aramyan avatar image
399 ●5 ●5 ●9

Get data (RIC, STRIKE, ExpiryDate) on expired options using Search RDP

I am using this code to retrieve data on Options via Search RDP

rdp.search(

view = rdp.SearchViews.EquityDerivativeQuotes,

filter = "UnderlyingQuoteRIC eq '.spx' and RCSAssetClass eq 'OPT'",

select = "DocumentTitle, RIC, ExpiryDate, CallPutOption, StrikePrice, AssetState",

top = 20

)


This code returns the data, however when I try to search for historical expired options (using filter of e.g 'and ExpiryDate eq 2020-09-15 ') I don't get any results. Could you please consult if it is possible to retrieve data on expired options using Search RDP?


Thank you in advance

rdp-apirefinitiv-data-platformsearch
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

3 Answers

· Write an Answer
Upvotes
Accepted
nick.zincone avatar image
18.7k ●85 ●39 ●63

Hi @haykaz.aramyan

As far as I’m aware, only a select few assets, eg Futures, that have expired are provided within RDP Search. I don believe Search provides details on expired Options.

For questions related to content, your best route is to go through the Refinitiv Helpdesk.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
haykaz.aramyan avatar image
399 ●5 ●5 ●9

Thank you for the answer!

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
haykaz.aramyan avatar image
399 ●5 ●5 ●9

This article offers functions and a workflow to reconstruct/find expired options RICs via RDP. Additionally it shows how one can get prices for expired option contracts and backtest a short iron condor strategy.

https://developers.refinitiv.com/en/article-catalog/article/finding-expired-options-and-backtesting-a-short-iron-condor-stra

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.