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I have a df looking like this:

  asset type expiry    strike right position avgCost    multiplier  conId
1   ZN  FOP 2018-06-22  119.0   P    8.0    0.388950    1000    304985121
3   ZN  FOP 2018-06-22  119.0   C   -8.0    0.513950    1000    304984681
0   ZN  FOP 2018-07-27  119.5   C   -10.0   0.695199    1000    312231734
2   ZN  FOP 2018-07-27  119.5   P   -10.0   0.454570    1000    312232203

Is there a generic way to find the rows with identical expiry, strike and position without knowing any of the values?

Expected output should be:

  asset type expiry    strike right position avgCost    multiplier  conId
0   ZN  FOP 2018-07-27  119.5   C   -10.0   0.695199    1000    312231734
2   ZN  FOP 2018-07-27  119.5   P   -10.0   0.454570    1000    312232203

Thanks for our help!

steff
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0 Answers0