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kenneth.fung avatar image
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How to obtain expired equity options daily open interest and close prices via python api/ excel api?

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apichain-ricderivativesequities
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jason.ramchandani01 avatar image
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@kenneth.fung You would need to know the expired option RICs and the time period they were active - but if you have those:

df, err = ek.get_data(['IWME241915500.U^E19','HSI27800P9.HF^D19'],['TR.CLOSEPRICE.date','TR.IMPLIEDVOLATILITY','TR.CLOSEPRICE','TR.OPENINTEREST',{'SDate':'20190415', 'EDate':'20190502'})

df


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