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aNadjalin avatar image
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Options from a chain ric for a specific month

Hello,

I want to retrieve options for a specific expiry month using the Eikon Data API, for the Swedish index ".OMXS30".

Using:

omxs30 = ek.get_data('0#OMXS30*.ST', fields=fields)[0]

where "fields" is a list, gives all options of course, but I'd like to narrow it down to a single month and year.

Looking at the chain constituents, they have a structure like "S30173000T0.ST". Trying to get all "S30" options with month "T0" using:

omxs30 = ek.get_data('S30*T0.ST', fields=fields)[0]

draws a blank.


Also, is there a way to retrieve options that are within say +/- 10% of the current underlying price, just as in the app OPTION WATCH? It would be great to be able to combine this with the specific moth selection mentioned above.


Thank you for your help.

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2 Answers

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chavalit-jintamalit avatar image
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Hi @aNadjalin

S30*T0.ST is not a valid RIC.


You can implement filter easily in your Python code

(Please change the field according to your needs, I am using CF_LAST for demonstration purpose)


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aNadjalin avatar image
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Thank you for a very clear and fast answer!

If I had included the err response from the API I would have seen that the RIC was wrong. Lesson learned.

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