get_option_analytics InstrumentTag = None

Question

Question by laurens · Dec 06, 2021 at 03:52 PM · rdp-api rdp ipa

get_option_analytics InstrumentTag = None

If I run the following code :

import refinitiv.dataplatform as rdp
import datetime
import asyncio

rdp.open_desktop_session('key')


test = rdp.ipa.FinancialContracts.get_option_analytics(universe = ["ADBEL232168000.U", "ADBEL232169000.U"])
print(test.data.df)

The InstrumentTag you would expect to return the inputted rics: e.g.

"ADBEL232168000.U" and  "ADBEL232169000.U"

however it returns None, how is this possible?

  InstrumentTag             InstrumentDescription         ValuationDate  \
0          None  CashOption_AMER_ADBEL232168000.U  2021-12-06T00:00:00Z   
1          None  CashOption_AMER_ADBEL232169000.U  2021-12-06T00:00:00Z   

     InstrumentCode               EndDate  StrikePrice OptionType  \
0  ADBEL232168000.U  2021-12-23T00:00:00Z          680    Vanilla   
1  ADBEL232169000.U  2021-12-23T00:00:00Z          690    Vanilla   

  ExerciseStyle ExerciseType OptionPriceSide  ... DeltaInDealCcy  \
0          AMER         CALL            Last  ...      21.519941   
1          AMER         CALL            Last  ...      18.542911   

   GammaInDealCcy RhoInDealCcy  ThetaInDealCcy VegaInDealCcy  \
0        0.433694     5.845998      -58.807432     43.694283   
1        0.386039     5.041941      -53.686586     34.581230   

                                  DiscountCurveId  \
0  IRCurve_USD-SwapSB/3MLibor_2021-12-06T00:00:00   
1  IRCurve_USD-SwapSB/3MLibor_2021-12-06T00:00:00   

                                  DividendCurveId ErrorCode  ErrorMessage  \
0  ForecastTable_ADBEDIVCF.OQ_0001-01-01T00:00:00                           
1  ForecastTable_ADBEDIVCF.OQ_0001-01-01T00:00:00                           

  ProcessingInformation  
0                        
1                        

[2 rows x 50 columns]

0

10 |1500 characters needed characters left characters exceeded

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

Answer 1 · 2021-12-06T18:48:41Z

REFINITIV

Best Answer

Answer by nick.zincone · Dec 06, 2021 at 06:48 PM

Hi @laurens

The 'instrumentTag' wasn't designed to return the inputted RICs. It is a user-defined tag or closure, that will be populated based on how you set it. I think you may be referring to the field 'instrumentCode'.

0 · Share

10 |1500 characters needed characters left characters exceeded

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

get_option_analytics InstrumentTag = None

1 Reply

Watch this question

Related Questions