How to retrieve the constituents of an option chain for a specific date?

Question

I would like to find the constituents of an option chain for a specific date. For instance, I am working woth 0#MAL+ option chain but I am only able to get the current constituents using the following request:

response = ld.get_data(universe = '0#MAL+', fields = 'DSPLY_NAME', parameters = {'SDate':'2005-01-01'})

The SDate paramaters does not impact the result of the function. What is the easiest way to retrieve the constituents for a given date?

Thanks

Jirapongse · Answer

@KPLUZANSKI

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