hello I would like, if possible through Eikon Excel functions or through VBA Adfins or EIkon Data API to 'extract the content of the Most Traded Options API for a given underlying. thank you in advance for your feedback
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'extract the content of the Most Traded Options API for a given underlying.
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The only way I know to get the most traded options is to retrieve the entire options chain and sort it by volume. E.g. the code snippet below returns 5 options on IBM with the highest traded volume for the day.
df, err = ek.get_data('0#IBM*.U',['DSPLY_NAME','ACVOL_1'])
df.drop(0, inplace = True)
df.sort_values('ACVOL_1', inplace = True, ascending = False)
df.head()
