CODEBOOK script to get options that have open interest >500

MarkJoseph.Canada

CODEBOOK script to get options that have open interest >500

We do have a script but we are unable to use open interest as filter, only column.

rd.discovery.search(
view = rd.discovery.Views.EQUITY_QUOTES,
top = 10,
filter = "( SearchAllCategoryv2 eq 'Options')",
select = "DTSubjectName,AssetState,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,ExchangeName,CallPutOption,StrikePrice,ExpiryDate,RIC,UnderlyingQuoteRIC,UnderlyingIssuerName,UnderlyingRCSAssetCategoryLeaf"
)

RickT8888

Hi @MarkJoseph.Canada you can try script below. In this example we are using option chain for Apple Inc.

import lseg.data as ld
from lseg.data.discovery import Chain
import datetime
from IPython.display import display, clear_output

ld.open_session()

AAPL = Chain(name="0#AAPL*.U")

RIC = list(AAPL.constituents)

# Get the data
df = ld.get_data(RIC, fields=['OPINT_1'])

# ✅ Filter: only values > 500
df_filtered = df[df['OPINT_1'] > 500]

# Display result
display(df_filtered)

Output displayed on the script above will match Excel ~ if we try to manually filter it.