HI, I'm using option_chain, err = ek.get_data('0#/SPX*.U', ['TRADE_DATE', 'ACVOL_1']) to get SPX option chain. After 6/7pm the option_chain comes back empty/blank. Before 6/7pm getting complete option chain. This happens for all other option tickers ("0#/SPXW*.U", etc). Why is this happening? Any way to fix this? Thanks
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Option chain blank after 6/7 pm
Hello @vlad.dimanshteyn
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Hello @vlad.dimanshteyn ,
Believe what you are observing is the closing run on these instruments.
See this previous discussion thread for more information- let us know if this helps.
Thanks Zoya. So exchanges reset the values on the closing run. But based on the last paragraph of that answer: if I have subscription to OPRA. I will get closing values and they will not be reset. Is this correct? It is very important to us, we are about to get OPRA subscription. Thanks so much
Hello @vlad.dimanshteyn,
My knowledge of this specific content is very limited, so I have opened a content case #11555794 to help clarify the specific closing behavior for you.
Please expect our support expert to reach out to your shortly via email.
Thank you Zoya. We are planning to get real-time data with Refinitiv shortly & OPRA subscription (its necessary for that). This question is critical for us and we need to know what we have to do to have ability to pull data after 6/7 pm. Thanks so much.
