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haykaz.aramyan avatar image
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Expired option RIC request via Datastream and Eikon APIs

I am using this code to get price data on expired option NDXb1921A5075.U^B21:

df5 = ds.get_data(tickers="<NDXb1921A5075.U^B21>", fields=['MP'], start = '2021-01-01', end = '2021-09-18', freq= 'D' )

According to the RIC rules this option should have been expired on February 19, 2021, however the code above returns price data for up to today (see attached)

price request for expired option.png

And a similar request in Eikon API returns "no data available for the requested period".

Eikon request for same option.png

Could you please kindly consult on this ?


Best regards,

Haykaz


datastream-apidsws-apiderivatives
price-request-for-expired-option.png (19.9 KiB)
eikon-request-for-same-option.png (20.7 KiB)
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Jirapongse avatar image   Jirapongse

@haykaz.aramyan

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question? If yes please click the 'Accept' text next to the most appropriate reply.

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Otherwise please post again offering further insight into your question.

Thanks,

AHS

4 Answers

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Jirapongse avatar image
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@haykaz.aramyan

According to the Datastream Navigator, <NDXb1921A5075.U^B21> represents "NASDAQ 100 Index 16-July-2021 15075 Call" in datastream.

As this forum is more for programming-type queries, rather than content queries - I would recommend you raise a 'I need help understanding content within the product' ticket to the DataStream or Eikon support team via MyRefinitiv. That way a Content specialist can work closely with you and verify the problem.


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Maciej.Jasinski avatar image Maciej.Jasinski

<NDXb1921A5075.U^B21> is a valid code for an NDX Feb 19 2021 expired 15075 call option. The syntax is correct. This is not a DS ticker.

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haykaz.aramyan avatar image
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Thank you for your answer, will raise a ticket to the support team

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Maciej.Jasinski avatar image
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<NDXb1921A5075.U^B21> is a valid code for an NDX Feb 19 2021 expired 15075 call option. The syntax is correct. This is not a DS ticker.

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Maciej.Jasinski avatar image
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Here is a proof that the option Eikon RIC is correct and the data fills until the expiry of Feb. 19th. It was never traded though so there is no Trade or Theoretical Price in the DB. There is only BID, ASK and Implied Volatiltiy.12-12-2023-3-06-24-pm.png


12-12-2023-3-06-24-pm.png (54.5 KiB)
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