I'm using the below function to grab option chain data. However, noticed that in Eikon I'm able to distinguish between Periodicity = 'Weekly' or 'Monthly', how do I achieve the same in Python API?
opt_chain = ek.get_data(chain_tic,fields)
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Using Python API, how to distinguish between option expiry periodicity (Weekly, Monthly, Quarterly)?
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Assuming the question is about US equity options use field name EXPIR_CYCL in the chain request. In the example below the last column indicates which options expiration cycle the option belongs to.
ek.get_data('0#IBM*.U',['DSPLY_NAME','EXPIR_CYCL'])
