Hello, I would like to pull IV timeseries as a function of moneyness using some Python API package like eikon or RDP.
@dcoco
Thank you for reaching out to us.
I am not sure if the following article can answer this question.
Otherwise, you may need contact 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. You can also refer to the How to Convert the =@RDP.Data Excel Function into Code Using the LSEG Data Library for Python article.
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