derivitec.core.client.DerivitecClient.get_spider_rock_vol_data

DerivitecClient.get_spider_rock_vol_data(market_date, provider_id=None, market_data_environment_name=None)[source]

Get spider rock vol data.

Parameters:
  • market_date (datetime.datetime) – The market date

  • provider_id (str) – The provider id (optional)

  • market_data_environment_name (str) – The market data environment name (optional)

Return type:

ApiGetSpiderRockVolDataResponse