I want python API code to pull Put and Call option data for RIC 0700.HK

Pat_Yashwanth01

I want python API code to pull Put and Call option data for RIC 0700.HK
I am looking for Strikes corresponding with their Call prices and Put prices for some HK stocks, for example underlying RIC 0700.HK. I need Bid, Ask, last, Implied Volatility and strike price of Call and Put options. 
I need real time data for all the options available for sample RIC 0700.HK. 
Sample screenshot of OPW and excel file

0700.HK OPW.xlsx

OPW app Screenshot.png

attached for your reference

Jirapongse

@Pat_Yashwanth01

Thank you for reaching out to us.

The sample LSEG Data Library for Python looks like this:

import lseg.data as ld
import pandas as pd

ld.open_session()

RIC = '0700.HK'
ExpiryStartDate = '2026-07-01'
ExpiryEndDate = '2026-10-10'
Periodcity = 'W'

CallRICs = ld.discovery.search(
    view = ld.discovery.Views.SEARCH_ALL,
    top = 2000,
    filter = f"SearchAllCategoryv2 eq 'Options' and ((UnderlyingQuoteRIC eq '{RIC}') and (ExpiryDate ge {ExpiryStartDate} and ExpiryDate le {ExpiryEndDate}) and PeriodicityCode in ('{Periodcity}')  and CallPutOption xeq 'Call')",
    select = "RIC"
)

PutRICs = ld.discovery.search(
    view = ld.discovery.Views.SEARCH_ALL,
    top = 2000,
    filter = f"SearchAllCategoryv2 eq 'Options' and ((UnderlyingQuoteRIC eq '{RIC}') and (ExpiryDate ge {ExpiryStartDate} and ExpiryDate le {ExpiryEndDate}) and PeriodicityCode in ('{Periodcity}')  and CallPutOption xeq 'Put')",
    select = "RIC"
) 

CallDataframe = ld.get_data(
    universe = CallRICs['RIC'].tolist(),
    fields = ['TR.InstrumentDescription','TRDPRC_1','BID','ASK','IMP_VOLT','PUTCALLIND','EXPIR_DATE','STRIKE_PRC'])

CallDataframe = CallDataframe.rename(columns={
    'Instrument': 'CALL_RIC',
    'Instrument Description': 'CALL_Description',
    'TRDPRC_1': 'CALL_LAST',
    'BID': 'CALL_BID',
    'ASK': 'CALL_ASK',
    'IMP_VOLT': 'CALL_IMP_VOLT',
    'PUTCALLIND': 'CALL_IND',
    'EXPIR_DATE': 'CALL_EXPIR_DATE',
    'STRIKE_PRC': 'CALL_STRIKE_PRC'
})


PutDataframe = ld.get_data(
    universe = PutRICs['RIC'].tolist(),
    fields = ['TR.InstrumentDescription','TRDPRC_1','BID','ASK','IMP_VOLT','PUTCALLIND','EXPIR_DATE','STRIKE_PRC'])

PutDataframe = PutDataframe.rename(columns={
    'Instrument': 'PUT_RIC',
    'Instrument Description': 'PUT_Description',
    'TRDPRC_1': 'PUT_LAST',
    'BID': 'PUT_BID',
    'ASK': 'PUT_ASK',
    'IMP_VOLT': 'PUT_IMP_VOLT',
    'PUTCALLIND': 'PUT_IND',
    'EXPIR_DATE': 'PUT_EXPIR_DATE',
    'STRIKE_PRC': 'PUT_STRIKE_PRC'
})

merged_df = pd.merge(CallDataframe, PutDataframe, left_on=['CALL_EXPIR_DATE', 'CALL_STRIKE_PRC'],right_on=['PUT_EXPIR_DATE', 'PUT_STRIKE_PRC'] )
merged_df

Please note that this forum does not provide coding services. The sample code is shared for demonstration purposes only, and we are unable to offer support or troubleshooting for it.