can't pull greek data

Question

Question by rafi.levy1 · Oct 25, 2021 at 10:43 AM · rt-get

i am getting NA values for all greeks for there rics(and many others): AAK192104900.U,AAK192104900.UAAW192104900.U,AAK052104900.U,AAW052104900.U

df, exx = ek.get_data(ric_lst, ['STRIKE_PRC', 'TR.RHO', 'TR.DELTA', 'TR.GAMMA', 'TR.THETA']

also tried:

df, exx = ek.get_data(ric_lst, ['STRIKE_PRC', 'RHO', 'DELTA', 'GAMMA', 'THETA']

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Answer 1 · 2021-10-25T11:08:01Z

Best Answer

Answer by rafi.levy1 · Oct 25, 2021 at 11:08 AM

use option watch

['TR.OPWLastRho', 'TR.OPWLastDelta', 'TR.OPWLastGamma',
                                              'TR.OPWLastTheta']

answer.gif (20.6 KiB)

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emmanuel.chaslin · Nov 03, 2021 at 03:01 PM 0

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thx rafi,

Any way to be able to load the greeks for historic dates?