Get root code

adam.leroux

Hi all,

I'm trying to create a function to creates the RIC code of a futures contract based on information like underlying, expiration date, etc...

I understand how the RIC code is constructed, the only thing I need is a reliable way of getting the "root code" of the underlying of my future contract. Is there an API call where i can pass information (ISIN, CUSIP, ...) of the underlying and get its root code, so that i can then build the RIC code ? For ex I could input 'S&P500 EMINI" or its corresponding ISIN and get "ES" in return ?

Thanks for your help.

adam.leroux

Hi ! I've been talking with the LSEG helpdesk and i've been provided an answer :

df = rd.get_data(
universe =
['1SPXFM4',
'ESH25'],
fields = ['MNEMONIC']
)

This can fetch the root RICs for the given RICs. I've yet to test it but it looks promising

aramyan.h

Hi @adam.leroux,

I am not sure, if there is a direct way to get the RIC root, I asked the Helpesk to learn more about it and will update you here. However I may have a solution for the second part of your problem, which is reconstructing RIC codes based on some parameters. Please check my article below which includes a Github repo link on the right:

Reconstructing RICs for expired futures contracts | Devportal (lseg.com)

I have created a python function which takes RIC root, expiration month and the year as an input and returns the futures RIC. For example for SPX that would be:

fr.get_futures('ES', 3, 2021)

Hope this helps for building the RIC. I will come back to you re finding the RIC root once get an update.

Best regards,

Haykaz

adam.leroux

https://community.developers.refinitiv.com/discussion/comment/116658#Comment_116658

Hi, yes thats what i'm using too ahah, I only need a way to get the RIC root.

For exemple in the code you provided, find a way to know that SPX RIC root is "S".

Jirapongse

@adam.leroux

It could be search API in the Refinitiv Data Library for Python.

df = rd.discovery.search(
    view = rd.discovery.Views.SEARCH_ALL,
    query = "S&P500 EMINI",
    select = "BusinessEntity,DocumentTitle,RIC,RicRoot",
    top = 100)
df

The examples are on GitHub.

aramyan.h

Hi @adam.leroux ,

I have learned from Helpdesk that there is no straightforward way to get the RIC Roots (please note that there are many not just one) and my colleague's suggestion above seems to be the best approach we have. What you can further do is apply some additional filter criteria to get only the RIC roots you are interested in, for example:

df = rd.discovery.search(
view = rd.discovery.Views.EQUITY_QUOTES,
top = 1000,
filter = "(AssetState eq 'AC' and SearchAllCategory eq 'Futures' and SearchAllCategoryv2 eq 'Futures' and ((UnderlyingQuoteRIC eq '.INX')))",
select = "RIC,SearchAllCategoryv2,SearchAllCategory,DTSubjectName,ExpiryDate,UnderlyingQuoteRIC, RicRoot"
)
df

Best regards,

Haykaz

aramyan.h

That is great that you are provided with a workable solution. I was initially thinking you wanted to input instrument RIC, eg .INX or .SPX and get the RIC Roots (such as ES) back where the code with MNEMONIC will not return anything. Nevertheless, this is a solution if you provide futures RICs as an input Universe.