Is there a way to get all option chains given a specific underlying in API?

chinthanah.m

I have been trying to gather option data using the lseg data python API for a few days in order to create pricing model on commodity options. However, I struggle a lot with the API, as I can't find ways to automate RIC gathering and option chains retrieval. Is there a way to get all option chains given a specific underlying ? YahooFinance API can do so in a few line using yf.Ticker(underlying).option_chains() and then specifying the maturity. Are there any way to do so on lseg's API and get implied vol, underlying level, option price, expiry and strike ?

list_commodities.txt

Jirapongse

@chinthanah.m

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You need to ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data. Then, we can help you converting that formula to Python code.