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laurens avatar image
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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]
rdp-apirdpipa
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raksina.samasiri avatar image   raksina.samasiri

hi @laurens

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

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nick.zincone avatar image
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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'.

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