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Accepted
16 3 6 12

Why so few options in chain?

Hi, I'm noticing a massive drop off in the population of SPX options using the 0#SPX*.U chain RIC before Dec 2009. I see only ten or so instruments priced per day. Can you please explain why the normal option chain isn't populating here and also provide a solution so that I can obtain the option chains prior to that date? thanks.




"ExtractionRequest": {
  
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"RIC",
"Settlement Price",
"Last",
"Bid",
"Ask"
],
"IdentifierList": {
  
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
  
"Identifier": "0#SPX*.U",
"IdentifierType": "ChainRIC"
}
],
"ValidationOptions": {
  
"AllowHistoricalInstruments": "true"
},
"UseUserPreferencesForValidationOptions": "false"
},
"Condition": {
  
"ReportDateRangeType": "Range",
"QueryStartDate": "2007-01-01",
"QueryEndDate": "2007-01-31"
}
}
}


datascope-select
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Upvotes
Accepted
32.2k 40 11 19

Hello @opsp and all,

The case was closed with resolution:

"Provided API for RAW extraction. Addressed follow up on different parameters over e-mail".

Additionally, find the information on TickHistoryRawExtractionRequest in REST API Reference Tree

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Upvotes
25.3k 87 12 25

Hi @opsp

This forum is aimed at answering "how to" types of questions about using Refinitiv APIs and the moderators are not Content/Data specialists. The Refinitiv feeds carry over 80million RICs from 10,000+ sources - and we have Content specialists covering specific content sets.

For content-type questions, you can raise a ticket with the DataScope team at My.Refinitiv to so that a DSS content specialist can assist you.

On this occasion, I have raised a ticket for you and you should receive an email at the addresses registered on this forum.

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