Finding European Equity Option Listings in Bloomberg
Summary
The document describes a Bloomberg workflow for identifying European equities that have listed options. It recommends using the securities finder to select equities, open the equity options category, and filter by fields such as currency or exchange before exporting the resulting securities list. This is presented as a way to build a broad list of underlyings when a direct full-universe query is unavailable.
For option-chain data, the answer suggests iterating over the equity tickers and requesting each chain through Bloomberg's API using a Python wrapper. The process may require multiple searches or exports rather than returning the entire universe in one query. The main caveat is data access: querying all European option chains may exceed daily usage limits. The document focuses on discovering listings and retrieving chains, not on comparing vendors, validating coverage, or obtaining a guaranteed complete dataset.
Key ideas
- Bloomberg's securities finder can locate European equities with options and export a filtered list.
- Filters such as currency and exchange can narrow the securities search.
- Option chains can be requested separately for each underlying using Bloomberg API tools.
- A full-universe chain query may exceed daily data limits.
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Full text
# Where can I find data about Options for Europe (entire dataset)?
# Where can I find data about Options for Europe (entire dataset)?
I need to get data about the entire dataset (i.e. all) of options for European countries. Where can I do that? For example, if I had to do it for US options, I would just use WRDS (to which I have access through my institution) and simply use the query "search entire dataset"). For European data I have access to Eikon Thomson Reuters and Bloomberg, but no such option is available (not even going trhough Eikon API using Python). Moreover, I don't have access to OptionMetrics for Europe. What are the options left instead of split the data in a huge number of small chunks and then downlaoding what needed? What I really need is just a list of the options, not necessarily the data themselves.
## Answer by David Duarte (score 0, accepted)
https://quant.stackexchange.com/a/50795
May not be exactly what you are looking for but in Bloomberg you can use the securities finder (`SECF <GO>`) to get European equities with options.
- Choose "Equities" as the category
- Go to the "Equity Options" tab, or any other (Index Options or Options on Eqty Future)
- Filter by Currency, Exchange or whatever you want
- Click the export button to download the list to excel
You might not get all that you want in a single go, but you can download lots of information on equities with options
Then you can use python to loop through all the equity tickers and extract the option chain.
There are several wrappers for the `blpapi`. I usually use `pybbg`. Try something like this:
```
import pybbg
bbg = pybbg.Pybbg()
stocks = [
"FP FP Equity",
"ATL IM Equity",
"RNO FP Equity",
"MC FP Equity",
"AIR FP Equity",
"ASML NA Equity"
]
options = []
for stock in stocks:
chain = bbg.bds(stock, "OPT_CHAIN")
options.append(chain)
```
However, be aware of your data limits as querying all the the data for European options will most certainly pass your daily limitShown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.