Implied Vol Surface in Python DSWS

SebastianW999

Hi,

in Excel I can create a volatility surface over delta / moneyness and maturity using @DSGRID. How can I do this in Python using DSWS.
How do I for example pull the implied vols for different maturities for INCEDELTA10C. Using getdata and the Mnemonic returns values, but it is unclear for which maturity, and how to specify maturities.

Jirapongse

@SebastianW999

Thank you for reaching out.

You can use the Datastream Web Service (DSWS) to retrieve data from Datastream. For guidance, please refer to the DSWS Python Tutorial.

To replicate the functionality of the @DSGRID function , use the ds.get_data method with the same instruments, data types, and parameters.

You can contact the Datastream support team directly through LSEG Support to request the instruments and data types needed for your requirements. Once you have them, use the ds.get_data method to retrieve the data.