ETI Volatility Surface returns empty surface for one underlying (APLD.O) while identical request wor

bg01

Product/API: RDP — IPA Volatility Surfaces (ETI) · Endpoint: POST .../quantitative-analytics-curves-and-surfaces/v1/surfaces · Access: refinitiv-data
Python 1.6.2, Desktop session

The same request body returns a valid surface for AAPL.O but an empty surface (no error) for APLD.O, even though APLD does have a surface in
Workspace, but only under the OPQ options exchange, not CBO. How do I specify that options exchange in the ETI request?

Jirapongse

@bg01

Thank you for reaching out to us.

Please share the code or request message that you are using.

I tested it with the following code and it works fine.

response = surfaces.eti.Definition(
    surface_tag="1",
    underlying_definition = {
        "instrumentCode":"APLD.O@RIC"},
    surface_parameters=surfaces.eti.EtiCalculationParams(price_side="Mid", volatility_model="SVI", y_axis="Strike", x_axis="Date"),
    surface_layout=surfaces.eti.SurfaceLayout(format="Matrix", y_point_count=10)).get_data()

response.data.df 

I use LSEG Data Library for Python. The examples are on GitHub.