FAQ: Datastream Navigator – Option contracts

In the Datastream Navigator you can find the mnemonics of the individual option contracts (call or put, with their own expiry dates and exercise prices).

 

For example:

The number of option contracts can be quite overwhelming, especially when you include dead options to the results.

TIP: to make sure you find the options you’re looking for, start searching for the DS Mnemonic of the underlying instrument (the index, commodity, stock etc) and enter this Mnemonic in the search field  ‘Underlying Mnemonic’ of the Advanced Search in the Option part of Datastream Navigator.

When you want to download data for all option contracts of a certain option, it might be easier to work with lists. These can now be found in the Data Category ‘Index Constituents’. In general, each option has four lists: live call options, live put options, dead call options and dead put options.

With the DS Mnemonic of the list you can download the Static and Time Series information of the underlying option contracts in one request in Datastream.

See also the EDSC manual on Options for more information.

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