Hi all,

I`m having an issue with all Brazilian options when trying to get the volatility surface with the EDP.

# - Request:

{

"universe":

[

{

"surfaceTag" : "tt",

"underlyingType":"Eti",

"underlyingDefinition":

{

"instrumentCode": "VALE3.SA",

},

"surfaceParameters":

{

"priceSide":"Mid",

"volatilityModel":"SVI",

"xAxis":"Date",

"yAxis":"Strike"

},

"surfaceLayout":

{

"format":"Matrix",

}

}

]

}

Response:

'{"data":[{"surfaceTag":"tt","error":{"id":"ee361bf8-fa9f-428f-b23b-63ca92718371/55116cd3-93a9-483e-a8f1-1337fdb02791","status":"Error","message":"Market data: The service failed to gather enough options to build the volatility surface","code":"VolSurf.10101"}}]}'

It is the same for any Brazilian asset.<PETR4.

But as we can see on the Eikon volatility surface app we should have something.

Could you help?

Thanks!