New posts are disabled while we improve the user experience.

You can browse the site, or for urgent issues, raise a query at MyAccount.

question

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

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)
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.

4 Answers

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
87.8k ●294 ●53 ●79

@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.


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.

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.

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

Thank you for your answer, will raise a ticket to the support team

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
Maciej.Jasinski avatar image
51 ●0 ●0 ●2

<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.

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
Maciej.Jasinski avatar image
51 ●0 ●0 ●2

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)
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.