too many data points
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?
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 )