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Commodity Options data (Option Price)
Hi, Using the API, is there a way to retrieve options data (mainly option prices) for commodities (e.g., 0#NG+, 0#CL+) from a past date? For example, I need the values of some Natural Gas and Crude options as of 12/29/2023. Is it possible to get option prices for those options on that specific day? Currently, I use the…
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How to find expired bond options
Good morning, I am working on a project that requires me to get the RIC and historical price data for several assets. Some of those assets are options on interest rate futures, such as options on us 10yr notes futures for example. The issue I have is that some of these options that I need to get the RIC of are expired,…
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Getting historical options data
I want to be able to use Python for extracting options data from a database. For our project focused on modeling implied volatility surfaces, we require historical end-of-day (EOD) data for US options spanning the last two to three decades, including major well-traded symbols, as well as less traded symbols with sparse…
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Get price data for expired option by ISIN
Hi all, I'm looking to get historical price data for an option, that I have the ISIN for. However rd.get_history only accepts RICs, and converting ISIN to RIC for expired options seems not possible, as expired options are removed from search as soon as they expire. Any ideas for a workaround ? Thanks !
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Derivative Ric resolution
What is the best way to resolve a Ric for a derivative (OPTION/FUTURE)? I know there is a mechanism to do this using SFTP, but is there a way using an http api. Thanks.
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Expired option data no reponse
I used the same code below to request the put and call option data, which are both the same strike prices and the same expiration date. However, the only call option has data output, while the put option has no output and warning as follows. #call option expOptnMrktPrice = rd.get_history( universe='AAPLI012319000.U^I23',…
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Get all futures contracts from ticker or isin
Hi all, I'm trying to find the query to get all futures contract info from the underlying isin / ticker. More specifically, i would like to input the isin/ticker of a security and get all the futures contract on that security. The final goal of this would be to get the RIC code of these contracts. Does anyone have an idea…
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Get root code
Hi all, I'm trying to create a function to creates the RIC code of a futures contract based on information like underlying, expiration date, etc... I understand how the RIC code is constructed, the only thing I need is a reliable way of getting the "root code" of the underlying of my future contract. Is there an API call…
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Get RIC code for derivative using the underlying RIC code
Hi, I'm trying to get the RIC code for some futures contract, especially for index futures. The data i have is the Underlying RIC code. I would like to see all futures contract on that index, with as much information possible so that I can find the one I need. I tried using a Definition Search with the DERIVATIVE_QUOTES or…
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Searching by RIC code datastream python api
Hi everyone. I'm trying to use the python Datastream API (with the DatastreamPy package) to search for market data for derivatives. I'm doing this using the ds.get_data() function. I have the RIC code of a futures contract i want to get information on. I would like to get price and volume time series info on this contract.…
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How do retrieve distinct expiry dates of listed options on .SPX
Hi, I am using refinitiv.data in Python. I need to retrieve the distinct expiry dates of the active listed options on .SPX. I think I need to find the distinct dates inside the request rather than outside, because there are so many listed options on .SPX I am likely to exceed the data cap if I retrieve all the non-distinct…
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Possible values of ContractTypeCode and their meanings?
Hi, I'm using refinitiv.data in Python. The Equity Derivative Quotes view (search.Views.EQUITY_DERIVATIVE_QUOTES) exposes a field named ContractTypeCode. For active listed options on .SPX, there appear to be two possible values of ContractTypeCode: "91" and "92", with occurrences of "92" greatly outnumbering "91". I have…
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Expired option RIC request via Datastream and Eikon APIs
I am using this code to get price data on expired option NDXb1921A5075.U^B21: df5 = ds.get_data(tickers="<NDXb1921A5075.U^B21>", fields=['MP'], start = '2021-01-01', end = '2021-09-18', freq= 'D' ) According to the RIC rules this option should have been expired on February 19, 2021, however the code above returns price…
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OTC Equity option will not show option premium
All, The option premium <marketValueInDealCcy> shows empty <NA>. The premium should be around ~$327. Please see below script. Can you please let me know what is wrong? Many Thanks, session.open() rd.session.set_default(session) response = option.Definition( underlying_type=option.UnderlyingType.ETI, underlying_definition =…
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Option Contracts - Eti - Dictionary
Hello, What is the proper URL for contracts' properties? I am looking at the following URL for Equity Options: https://developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation#ipa-financial-contracts-option-contracts-eti but the property names found in the URL under <Pricing…
