Get all futures contracts from ticker or isin

Hi all,

I'm trying to find the query to get all futures contract info from the underlying isin / ticker.

More specifically, i would like to input the isin/ticker of a security and get all the futures contract on that security. The final goal of this would be to get the RIC code of these contracts.

Does anyone have an idea ?

Thanks,

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Accepted answers

Jirapongse

@adam.leroux

Thank you for reaching out to us.

I can search all future RICs with an organization PermID by using the Refinitiv Data Library for Python.

First, I need to find an organizarion PermID for an ISIN.

df = rd.get_data(universe=['US02079K1079'],fields=['TR.OrganizationID'])
df

Then, use the Organization PermID to search for future RICs.

df1 = rd.discovery.search(
    view=rd.discovery.Views.EQUITY_QUOTES,
    select="DocumentTitle,RIC,UnderlyingQuoteRIC,DerivedCategory,AssetState", 
    filter=f"UnderlyingIssuerOAPermID eq '{df['Organization PermID'][0]}' and DerivedCategory eq 'FUTURE' and AssetState eq 'AC' and IsChain eq false",
    top=10000
)
df1

The samples are on GitHub. For more information regarding the search API, please refer to the Building Search into your Application Workflow article.

All comments

Jirapongse

@adam.leroux

Thank you for reaching out to us.

I can search all future RICs with an organization PermID by using the Refinitiv Data Library for Python.

First, I need to find an organizarion PermID for an ISIN.

df = rd.get_data(universe=['US02079K1079'],fields=['TR.OrganizationID'])
df

Then, use the Organization PermID to search for future RICs.

df1 = rd.discovery.search(
    view=rd.discovery.Views.EQUITY_QUOTES,
    select="DocumentTitle,RIC,UnderlyingQuoteRIC,DerivedCategory,AssetState", 
    filter=f"UnderlyingIssuerOAPermID eq '{df['Organization PermID'][0]}' and DerivedCategory eq 'FUTURE' and AssetState eq 'AC' and IsChain eq false",
    top=10000
)
df1

The samples are on GitHub. For more information regarding the search API, please refer to the Building Search into your Application Workflow article.

adam.leroux

Thank you for this answer.

Is there a documentation where all possible filters are listed ? I would like to filter not by "UnderlyingIssuerOAPermID" but by underlying RIC, for exemple list all futures on the OMXC25CAP index.

Thanks

raksina.samasiri

Hi @adam.leroux ,

You can use Advanced Search application as a helper in finding the available filters, please check this article for more detail Find content and functionality using Refinitiv Data Library with Eikon Advanced Search

adam.leroux

@raksina.samasiri

Thanks for your answer.

How can i see the available filter in advanced search ? From what I've seen not all filter are in the "columns" section in AS.

In the attached screenshot, you see all the columns available for equity futures, and there is no "UnderlyingIssuerOAPermID" or "AssetState" for exemple.

Isn't there a documentation somewhere that lists all avaiable filter for each discovery.views ?

Thanks,

Jirapongse

@adam.leroux

For questions regarding the advanced search, please contact the helpdesk team directly via MyRefinitiv.

You can list all available fields by using the search metadata, as shown in the EX-2.06.03-Search-Metadata.ipynb example on GitHub.

To get all possible fields's values, you may use the navigators which provide the ability to summarize the distribution of your results. They are particularly useful when you are interested in gathering the domain of values for a specific property.

For more information, please rerfer to the Building Search into your Application Workflow article.

The examples are also on GitHub.

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