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How can I use Python to fetch options data for a specific underlying RIC, similar to what is displayed in the Options Watch widget? Additionally need this data for each of the expiries.
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 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, with condition to specific expiry
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 =…
Hi Team, our client is trying to pull the historical volume and price data in CODEBOOK for Google options using the chain RIC <0#GOOGL*.U>. Here's the code we initially used: import lseg.data as ld from lseg.data.discovery import Chain ld.open_session() chain = Chain(name="0#GOOGL*.U")print(chain.constituents) df =…
Hi everyone, I am currently finalizing the architecture for a 10-year quantitative equity options backtest using the Refinitiv Data API (refinitiv.data in Python). To complete our data pipeline, we need to extract a specific set of point-in-time historical options analytics for a custom universe of US equities.…
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…
What is the RIC extension for Euro Stoxx 50 Daily Options? Example TICKER: SX5EODO 04/17/26 C6000 Index: RIC ? RIC extension for DJ Euro Stoxx 50 (Weekly) is STXE. Example TICKER: SX5E 04/17/26 P5525 Index: RIC: STXE55250P6.EX RIC extension for Euro Stoxx 50 EM (Monthly) is OMSX. Example TICKER: SX5EM 04/30/26 C5850 Index:…
Hello, As per the title, I have an issue distinguishing historical market data for S&P 500 options before OSI standardization in Nov 2009. The issue is that a single RIC can represent options with the same type, strike, just different maturities. Here is an example : SZV1650F.U. This RIC represents call options strike…
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