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haykaz.aramyan avatar image
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Get data (RIC, STRIKE, ExpiryDate) on expired options using Search RDP

I am using this code to retrieve data on Options via Search RDP

rdp.search(

view = rdp.SearchViews.EquityDerivativeQuotes,

filter = "UnderlyingQuoteRIC eq '.spx' and RCSAssetClass eq 'OPT'",

select = "DocumentTitle, RIC, ExpiryDate, CallPutOption, StrikePrice, AssetState",

top = 20

)


This code returns the data, however when I try to search for historical expired options (using filter of e.g 'and ExpiryDate eq 2020-09-15 ') I don't get any results. Could you please consult if it is possible to retrieve data on expired options using Search RDP?


Thank you in advance

rdp-apirefinitiv-data-platformsearch
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2 Answers

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nick.zincone avatar image
9.7k ●49 ●38 ●60

Hi @haykaz.aramyan

As far as I’m aware, only a select few assets, eg Futures, that have expired are provided within RDP Search. I don believe Search provides details on expired Options.

For questions related to content, your best route is to go through the Refinitiv Helpdesk.

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haykaz.aramyan avatar image
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Thank you for the answer!

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