rd.session.set_default(session)
n=0
universe=[]
CUSIP=[]
#optdef={}
for row in cur:
    universe.append (eti_option.Definition(
            #underlying_type=eti_option.UnderlyingType.ETI,
            buy_sell = row["buy_sell"],
            call_put = row["call_put"],
            underlying_definition = eti_option.EtiUnderlyingDefinition(row["instrument_code"]),
            instrument_code=row["instrument_code"],
            strike= row["strike"],
            end_date=row["end_date"],

            pricing_parameters=eti_option.PricingParameters(
            underlying_price_side='Last',
            #valuation_date = "2023-11-20T00:00:00Z", 
            volatility_type='SVISurface')     
            ))
    CUSIP.append(str(row["CUSIP"]))
                 #+str(row[3])+str(row[4])+str(row[2]))
    n=n+1
#universe=[optDef1]
fields=[
            
            "OptionType",
            "InstrumentCode",
            "StrikePrice",
            "ExerciseType",
            "ExerciseStyle",
            "BuySell",
            "EndDate",
            "DividendType",
            "ValuationDate",
            "MarketValueInDealCcy",
            "UnderlyingPrice",
            "VolatilityPercent",
            "DividendYieldPercent",
            "ForecastDividendYieldPercent",
            "DeltaPercent",
            "GammaPercent",
            "ErrorMessage"]
#print(CUSIP)

response = rdf.Definitions(universe,fields).get_data()