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TR.Surfvolmoneyness - cannot calculate

Hi,

i'm trying to retrieve volatility surfaces for equity underlyings using Eikon api in python on Windows. In the majority of cases i am successful but there are some rics where i can see the data in SURF app on Eikon but the code is unable to return the values. For example:

# Input
ek.get_data(RIC,['TR.SurfVolMONEYNESS.Tenor','TR.SurfVolMONEYNESS.Range','TR.SurfVolMONEYNESS'],{'Range':'80;120','Tenor':'1M;24M','VolType':'MID'})

# Returns a dataframe with 1 row where instead of moneyness value there is a message depending on the ric used. There are no error messages in the tuple.

AAK.ST -> AAK.ST is not supported for this data
SECUB.ST -> !EV11 Cannot calculate with less than 3 options
TEL.OL -> !EC01 After filtering no options to calculate

For all of those names i am able to see the surface in SURF app.

Why is the data visible there but i'm not able to get it via the API?

Best regards,

Mateusz


eikon-data-apipython#contentvolatility-surface
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1 Answer

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Hi @kiosk01.mtfc.warsaw ,

Sorry for the issue that you're facing. The moderators on this forum do not have deep expertise in every content available through Refinitiv products. Such expertise is available through Refinitiv Helpdesk. If the Helpdesk can show you how to retrieve it using =@TR formula in Eikon Excel, then the moderators on this forum can help you translate it into the get_data method in the Eikon Data API call. Refinitiv Helpdesk can be reached via MyRefinitiv and you may request from them what you would like to get.

In this case, case number 11816388 has been raised on behalf of you and you'll be contacted by the support team soon to assist on this

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Hello @kiosk01.mtfc.warsaw

I checked case 11816388. The case is closed and the Eikon support team suggests you use Eikon's SURF app and export the values to Excel as a workaround.