In the new version of Datastream Navigator one Data Category has changed a lot: the category ‘Options’. From now you can find the mnemonics of the individual option contracts (call or put, with their own expiry dates and exercise prices) in Datastream Navigator. (Previously you could only see them on a computer with a Datastream connection in a small pop-up screen.)
The number of option contracts can be quite overwhelming, especially when you include dead options to the results. For example: there are 864 live call options for the S&P 500 in Datastream!
TIP: to make sure you find the options you’re looking for, you can first search 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 our updated manual for more information.