TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS returns LDError for docs-canary WMTATMIV.U

Question

Hi LSEG team,

I'm running the equity implied volatility example from your official Quick Reference Guide notebook and getting LDError: Unable to collect data even for the exact ticker (WMTATMIV.U) shown in your documentation. Looking for guidance on whether this is an entitlement requirement or a data availability issue.

Reference: your official docs example

From the Data Library for Python — Quick Reference Guide, Example 2 (Equity Implied Volatility):

# EQUITY IMPLIED VOLS  = Ticker + "ATMIV.U" (Reference the IMPLIEDVOL speed_guide within Eikon)
RIC = 'WMT' + 'ATMIV.U'

fields = ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS',
          'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS',
          'TR.60DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS',
          'TR.60DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS',
          'TR.90DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS']

implied_vol = ld.get_data(RIC, fields, {'SDate':0, 'EDate':-10, 'Frq':'D'})

Your docs show this returns real IV data for WMTATMIV.U (17.53, 17.44, 16.88, etc.).

My result on the same call

Running the docs-exact code on my seat returns:

lseg.data._errors.LDError: Unable to collect data for the field 
'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS' 
and some specific identifier(s). 
Requested universes: ['WMTATMIV.U']. 
Requested fields: ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS', 
'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS', 
'TR.60DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS', 
'TR.60DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS', 
'TR.90DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS']

Same LDError repeats identically for AAPLATMIV.U, SPYATMIV.U, NVDAATMIV.U, TSLAATMIV.U — all major US equities.

DIB (Data Item Browser) behavior on my seat

* The field TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS is listed in DIB and appears valid.
* No "Not entitled" indicator is visible next to the field in DIB.
* CodeCreator generates expressions for this field without warning.
* However, when I evaluate the CodeCreator-generated expression against AAPL.OQ, AAPLATMIV.U, or WMTATMIV.U, the result is N/A in the UI evaluator.

Environment

* LSEG Data Library for Python: 2.1.1
* Python: 3.11
* OS: Windows 10
* Session: Desktop (localhost UDF)
* Access via: Purdue University academic license

Specific questions

* Is LSEG Options add-on entitlement required to access TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORCALLOPTIONS on equity ATMIV.U RICs?
* If yes — is this typically bundled with Workspace / Desktop entitlement, or is it a separate add-on?
* If Options entitlement is required, is there a way to confirm add-on status from within Workspace or the SDK? (The LDError message doesn't distinguish "not entitled" from "no data available.")
* Is there an alternative field or endpoint (e.g., IPA endpoint, real-time IV fields, StarMine models) that would provide per-underlying 30D ATM IV for equities on a base Workspace entitlement?
* Given the docs-canary WMTATMIV.U also fails on my seat, is it worth trying a different SDK version (older refinitiv-data vs current lseg-data), or would that not affect entitlement resolution?

Context

I'm building a screener that needs per-underlying 30/60/90-day ATM IV percentiles for ~300 US equities as an input to trade-structure selection (calendar spreads, verticals). The WMTATMIV.U example in your quick-reference guide is exactly the pattern I need — but I can't reproduce your documented output.

Thanks in advance for any guidance.

Jirapongse · Answer

@mvyvoda

As far as I know, we currently don't have a page that monitors the status of backend services. Typically, if the issue is related to permissions, you will see an access-denied message. For example:

The access to field(s) denied.

mvyvoda · Answer

@Jirapongse and  @wasin.w — thank you both for the quick and thorough responses.

**Update: your intermittent-backend hypothesis appears correct.**

I re-ran the docs-exact probe this morning (Fri 2026-08-07 07:45 CT) with three parameter variants including your reversed-date suggestion. All three now succeed on my seat for `WMTATMIV.U`:

| Test | Params | Result |

|---|---|---|

| Original (yesterday's failing case) | `{'SDate':0, 'EDate':-10, 'Frq':'D'}` | ✅ 9 rows, IV 31.3 → 30.92 |

| Reversed (your suggestion) | `{'SDate':-10, 'EDate':0, 'Frq':'D'}` | ✅ 9 rows |

| Minimal (no Frq) | `{'SDate':-10, 'EDate':0}` | ✅ 9 rows |

Same SDK (`lseg-data 2.1.1`), same seat, same Windows kernel, same Desktop session as yesterday's failure. The only variable was time — ~17 hours elapsed between the identical-input failing run and the identical-input succeeding run today.

**This isolates the cause to backend/service state, not to entitlement, parameter shape, RIC composition, or SDK version.** Your "intermittent issue in the backend service" hypothesis matches the empirical pattern exactly.

**Diagnostic value for others hitting this pattern:**

- LDError with `Unable to collect data for the field ... and some specific identifier(s)` can be transient, not entitlement

- Retest after 24h before assuming entitlement gap

- Yesterday's error signature and today's success signature come from identical inputs — LSEG backend variability is a real factor to consider before escalating

**Follow-up questions (optional — no urgency):**

1. Is there a status page or monitoring endpoint that reports transient IV backend issues so users can distinguish "backend degraded" from "not entitled" before spending diagnostic cycles?

2. Would `lseg-data` benefit from a more differentiated error signature (e.g., HTTP status hint or backend-vs-entitlement flag) in `LDError` messages? The current wording defaults readers toward assuming permanent data unavailability.

Thanks again for the responsive help — this thread is a good template for how backend-transient issues should be diagnosed vs entitlement issues.

Closing this thread as resolved.

— mvyvoda

wasin.w V3 · Answer

Hello @mvyvoda

Thank you for reaching out. In general, the entitlement permissions may differ between Desktop/Excel access and programmatic access for certain RICs and fields. Or some fields might not available via programmatic access at all.

I have tried the code with Data Library version 2.1.1 with the Desktop session. I can get data with my account as follows:

Could you please enable the debug log, replicate the issue and share the log on this post.

You can set it via the lseg-data.config.json configuration file or programmatically.

import lseg.data as ld

config = ld.get_config()

config.set_param("logs.transports.file.enabled", True)

config.set_param("logs.transports.file.name", "lseg-data-lib.log")

config.set_param("logs.level", "debug")

ld.open_session(

Please note that we, Developer Advocate team is not the Licensing/Permission expert. If it is a permission issue, please contact your LSEG representative (Account Manager, CSM, Sale team, etc.) to contact the LSEG Order Management team to help you with the required addictional entitlement.

And if it is a permission issue, the older version of the library should give you the same kind of issue.

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