Get RIC code for derivative using the underlying RIC code

adam.leroux
adam.leroux Newcomer
in Refinitiv Data Platform Libraries

Hi,


I'm trying to get the RIC code for some futures contract, especially for index futures.

The data i have is the Underlying RIC code. I would like to see all futures contract on that index, with as much information possible so that I can find the one I need.

I tried using a Definition Search with the DERIVATIVE_QUOTES or EQUITY_DERIVATIVE_QUOTES view but I don't get results. 

response = rd.content.search.Definition(
    view=rd.content.search.Views.DERIVATIVE_QUOTES,
    filter="RIC eq '.INX'"
).get_data()
response.data.df


I also have the "long name" of the contract I need, for example "S&P500 EMINI FUT Dec23".

Does anyone have an idea of what function can do this ?

Also important : I would like to not use eikon as much as possible because i would like to not have to run the desktop app to run queries. I can do that using refinitiv.data, so I would like to use that.

Thanks,

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Best Answer

  • aramyan.h
    aramyan.h admin
    Answer ✓

    Hi @adam.leroux ,


    I think the following query might be useful:

    response = rd.content.search.Definition(
        view=rd.content.search.Views.EQUITY_QUOTES,
        filter = "(AssetState eq 'AC' and SearchAllCategoryv2 eq 'Futures' and ((UnderlyingQuoteRIC eq '.INX')))",
    select = "AssetState,RIC,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DTSubjectName,ExchangeName,ExpiryDate,UnderlyingIssuerName,UnderlyingQuoteRIC,RCSCurrencyLeaf,RCSExchangeCountryLeaf,UnderlyingRCSAssetCategoryLeaf",
        top = 1000).get_data()
    response.data.df

    screenshot-2024-04-30-at-130509.png

    In general, you can use the Advanced search app in LSEG Workspace to build your query and then export the code:

    screenshot-2024-04-30-at-130609.png


    Hope this helps.


    Best regards,

    Haykaz

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