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.


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