I use the function eikon.get_data() from Eikon Python API to retrieve option data. The fields I use are 'TR.OPWAskImpliedVolatility' and 'TR.OPWBidImpliedVolatility'. Sometimes I got empty data while I am able to see the numbers in the DIB window in Eikon API. For example, I can see the values of these two fields for the Ford Motors options by clicking on the fields in Eikon DIB, while the Python API is returning empty data.
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Why does Eikon Python API return empty fields on certain names?
Hello @winnie,
Please include the request you are issuing, that is populated in DIB but not via Eikon Data API, and we will take a look on our side.
The request I pull is eikon.get_data('FL201900950.U', ['TR.OPWAskImpliedVolatility', 'TR.OPWBidImpliedVolatility'])
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It is because of this RIC <FF192000900.U>. If I removed this RIC, the data can be retrieved properly.
I also got the error when using Eikon Excel. It returned "Unable to collect data for all requested fields." Because the problem also happens with Eikon Excel, you can contact the Eikon support team to verify the problem.
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Thanks for the reply. I tried again and found that I could get data for this single ticker, while with a list of tickers it's returning empty data:
opt_list = ['FL201900950.U', 'FX201900950.U', 'FA172000900.U', 'FM172000900.U', 'FC202000900.U', 'FO202000900.U', 'FF192000900.U', 'FR192000900.U', 'FA152101000.U', 'FM152101000.U', 'FA212201000.U', 'FM212201000.U']
eikon.get_data(opt_list, ['BID', 'ASK', 'TR.OPWAskImpliedVolatility', 'TR.OPWBidImpliedVolatility'])[0]
