Options & Futures in Datastream

To download the mnemonics of the separate options from Datastream you have to select the options, wait for the pop-up to appear, choose put/call and live/dead and select the codes you need (at least that’s what I did until now).

Datastream has given us a tip to do this much faster, you can work with lists here as well:

The general form is LOPTXXXL/DC/P.

LOPT = list for options
XXX = the class of the option (to be found in the Navigator)
L/D = live or dead
C/P = Call or Put

So for example LOPTSPXLC will give information on all live call options for the S&P 500.

You can do the same for futures: the code is LFUTXXXL/D.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s