Is it possible to request intraday tick/bar data for a particular option (e.g. AMC 4/30 10c @ $0.91) with the python bloomberg BLPAPI? I've managed to do pull intraday tick data (with intradayTickRequest) for equities and futures, but not quite sure how to specify a correct security name to pull options. Is historical tick/bar data for options not available on blpapi?

  • $\begingroup$ It's the same as for future, just use a valid symbol (ticker, isin etc.) for the option. Assuming your example is the 5/21 $10 Put, the ticker would be AMC US 05/21/21 P10 Equity. $\endgroup$ – assylias Apr 29 at 7:38
  • $\begingroup$ hi assylias, apologies if the question wasn't clear, but i meant with the python bloomberg api (specifically intradayTickRequest), not on the terminal! $\endgroup$ – des224 Apr 29 at 9:57
  • $\begingroup$ I know, what I'm saying is that if you managed to pull future tick data, you should be able to pull option tick data by simply changing the ticker. $\endgroup$ – assylias Apr 29 at 18:51
  • $\begingroup$ yep, it works! I wasn't aware the ticker for options was specified like that, thank you so much! $\endgroup$ – des224 Apr 30 at 3:12

Why do you not ask the help desk? They would have shown you where to find code examples and guides: WAPI- "API Developer's Guide" - "Core developer guide", 13.5. REQUESTING INTRADAY TICK DATA

The data is the same - if it works in excel it must work in Python. Bloomberg's API website shows that both use C++.

  • $\begingroup$ Just tried it, works perfectly fine. You may want to check AMC US 05/21/21 P10 Equity GIT to see the hours it trades. If you look at the dev guide, it is all bases on GMT/UTC (unadjusted). $\endgroup$ – AKdemy Apr 30 at 0:21
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    $\begingroup$ perfect, thank you! $\endgroup$ – des224 Apr 30 at 3:13
  • $\begingroup$ Think I somewhat misunderstood the question. Ticker symbology is a bit awkward at times. I use CTM to look up futures (by type or exchange). You get to see the tickers on OMON which you can load with any ticker that has options on it (equity, index, futures). $\endgroup$ – AKdemy May 1 at 10:51

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