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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
1 1 2 1

How to obtain expired equity options daily open interest and close prices via python api/ excel api?

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythonchain-ricderivativesequities
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.

1 Answer

Upvotes
Accepted
6.7k 8 6 7

@kenneth.fung You would need to know the expired option RICs and the time period they were active - but if you have those:

df, err = ek.get_data(['IWME241915500.U^E19','HSI27800P9.HF^D19'],['TR.CLOSEPRICE.date','TR.IMPLIEDVOLATILITY','TR.CLOSEPRICE','TR.OPENINTEREST',{'SDate':'20190415', 'EDate':'20190502'})

df


1601557365392.png (228.0 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.

Click below to post an Idea Post Idea