question

Upvotes
Accepted
7 2 2 6

Cannot verify and cannot get historical data for Mini S&P Week 3 Option Chain

No verfiedList returned when calling VerifyRICs on the Instruments returned from calling ExapdnChain 0#ES3WN6+ from 2016-04-01 to 2016-08-03. Is this the right RIC for Mini S&P Week 3 Options? I got this from calling ExpandChain 0#ESW+ . I want to get the historical data for the Mini S&P Week 3 Option Chain, however, there does not seem to be any data and I am wondering if it's related to the fact that the RICs cannot be verified.

tick-history-rest-apiderivatives
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
7.6k 15 6 9

@ph

I have tried the chain RICs with TRTH API and found the same result.

I have talked with data support and it looks like the correct one should be <0#1ESW+> for weekly option and <0#1ES3WQ6+> for week 3 according to page <CME/ES> from speed guide.

See attached file output.txt for the result from my test app.

Can you try and let we know if it is chain RIC you are looking for or not?


output.txt (29.6 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