Retrieving timeseries data for all options on a given underlying using Tick History REST API in Python

Update: October 2021

This Python script accompanies the article titled "Retrieving timeseries data for all options on a given underlying using Tick History REST API in Python" on LSEG Developer Portal.

Pre-requisites: LSEG Tick History credentials

Required Python Packages: requests, json, shutil, datetime, sys, pandas, time