I'm using pydatastream to try to query historical S&P 500 options data, f.e. something like:
DSconnection.fetch('LOPTSPXDP', fields=['MNEM', 'RIC'], static=True )
However, I get this error: DatastreamException: "LOPTSPXDP"("MNEM"): $$"ER","E233","TOO MANY DATA POINTS",
Is there any way around this to be able to query this data?
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 reply. This will guide all community members who have a similar question.
Otherwise please post again offering further insight into your question.
Thanks,
AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
The Datastream Options Lists document on https://my.refinitiv.com/content/mytr/en/policies/Infobase/Options.html mentioned that as dead option lists contain all expired options for the options class, they are now extremely large and may result in failure in the extraction request, we would ask clients to consider extraction by expiry year or expiry month/year lists.
For example, LSPX2020C will be for all 2020 call codes and LSPX2020P for Put contracts.
The code looks like this:
DS.fetch('LSPX2020C', fields=['MNEM', 'RIC'], static=True )
