For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
bchip avatar image
5 ●1 ●0 ●0

Historic Options data - Python

Hi. Im trying to download historic options data. Ive found that I can open the data in Eikons chart app with the example ticker QHYGH171808500.U^H18

[for the ticker HYG -17Aug2018 strike 85]

but I cant seem to be able to access this data through Python

#--trying every possible header I can find for any result--

fields = ['DSPLY_NAME','EXPIR_CYCL','CF_DATE', 'TR.CLOSEPRICE', 'EXPIR_DATE', 'PUTCALLIND', 'STRIKE_PRC', 'CF_CLOSE','IMP_VOLT','CF_VOLUME','OPINT_1']

df = ek.get_data('HYGH171808800.U^H18',fields)


Not sure if I'm doing something wrong or if this is not possible.

If its not possible how do I download this through the Excel data stream?

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpython
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

2 Answers

Upvotes
Accepted
Jirapongse avatar image
38.1k ●69 ●35 ●53

@bchip

The historical data for this RIC is available through the get_timeseries method.

df = ek.get_timeseries(["HYGH171808500.U^H18 "],start_date="2017-07-01", end_date="2018-08-17", interval="daily")


1598237981119.png (24.3 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
bchip avatar image
5 ●1 ●0 ●0

Thank you so much!


@jirapongse.phuriphanvichai

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea