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Romita.Dastidar avatar image
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Python code to extract data.

Case : 05649981

Please could we have some help around using the API, using Python language:

1. Get all active options for one underlying on a given day in python API. And how to distinguish the option types, e.g. for S&P 500, there are monthly, weekly and end-of-month options listed on exchange.
2. Retrieve the historical close/settlement prices for options. This seems can be done with “Elektron Timeseries” module, but could you please provide some API samples? Also it would be great if you can advise how to combine #2 with #1 above, i.e. get all active options and the close/settlement prices of these options for a given underlying and a given day

pythontick-history-rest-apiderivatives
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3 Answers

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Christiaan Meihsl avatar image
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@Romita.Dastidar, another Python sample is available under the downloads tab of the TRTH REST API.

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madhur avatar image madhur

Hi Christiaan

Can you please post a sample code for TRTH- APIv2.
Also I have been using the SOAP API until now. In the REST API setup do we still have the PUSH and PULL method to get the data?

Christiaan Meihsl avatar image Christiaan Meihsl madhur

@madhur, the link above leads to a TRTH v2 Python sample (the REST API is for TRTH v2).

Am i guessing right that by PUSH and PULL you mean FTP ? If yes, well there is no more FTP capability in TRTH v2, to retrieve data you must use the API (or the GUI).

On the TRTH with Python topic you might also be interested in this article.

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Romita.Dastidar avatar image
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Hi Team,

Could you please help client with the python code?

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Robert Gross avatar image
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Information about using Python and DSS Rest API can be found here:

https://developers.refinitiv.com/en/article-catalog/article/request-tick-history-time-and-sales-data-using-python

Also, there is an REST API Example application that provides examples. Although the code is based on C Sharp, the examples do display the full HTTP requests along with the HTTP response details. This will help you determine what is required for the request, and what can be expected in the response. The REST API Example application can be found here:

https://hosted.datascopeapi.reuters.com/RestApi.Help/Home/Index

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