Hello team,
I'm using Python API. I use the below query to retrieve Consolidated RIC for Equities by their CUSIP. I need to retrieve consolidated RIC for other security types (Warrants, Bonds, Options). When I tried to use the same query for Warrants it did not work. Looks like Warrants do not have "ExchangeType" field available. Same issue with Options. Please advise how I can pull Consolidated RIC for Warrants and Options. Here is my query for equities:
1. Equity query:
df1 = rd.discovery.search(
view=rd.discovery.Views.SEARCH_ALL,
top=10,
filter=f"(AssetState ne 'DC' and ExchangeType eq 'Consolidated' and (RCSExchangeCountryLeaf eq 'Canada') and RCSCurrencyLeaf eq 'Canadian Dollar' and (CUSIP in ('929082105') or CinCUSIP in ('929082105')))",
select = "DTSubjectName,AssetState,ExchangeName,ExchangeType,RIC,IssueISIN,Gics,AssetState,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,RCSTRBC2012Leaf,RCSAssetCategoryLeaf,RCSCurrencyLeaf,ExDividendDate,CUSIP,CinCUSIP,SEDOL,RCSExchangeCountryLeaf"
)
df1
Returns:
2. Warrant query with ExchangeType eq 'Consolidated' filter:
df2 = rd.discovery.search(
view=rd.discovery.Views.SEARCH_ALL,
top=10,
filter=f"(AssetState ne 'DC' and ExchangeType eq 'Consolidated' and (RCSExchangeCountryLeaf eq 'Canada') and RCSCurrencyLeaf eq 'Canadian Dollar' and (CUSIP in ('09238B118') or CinCUSIP in ('09238B118')))",
select = "DTSubjectName,AssetState,ExchangeName,ExchangeType,RIC,IssueISIN,Gics,AssetState,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,RCSTRBC2012Leaf,RCSAssetCategoryLeaf,RCSCurrencyLeaf,ExDividendDate,CUSIP,CinCUSIP,SEDOL,RCSExchangeCountryLeaf"
)
df2
Returns: Nothing
3. Warrant query without ExchangeType eq 'Consolidated' filter:
df3 = rd.discovery.search(
view=rd.discovery.Views.SEARCH_ALL,
top=10,
filter=f"(AssetState ne 'DC' and (RCSExchangeCountryLeaf eq 'Canada') and RCSCurrencyLeaf eq 'Canadian Dollar' and (CUSIP in ('09238B118') or CinCUSIP in ('09238B118')))",
select = "DTSubjectName,AssetState,ExchangeName,ExchangeType,RIC,IssueISIN,Gics,AssetState,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,RCSTRBC2012Leaf,RCSAssetCategoryLeaf,RCSCurrencyLeaf,ExDividendDate,CUSIP,CinCUSIP,SEDOL,RCSExchangeCountryLeaf"
)
df3
Returns multiple rows. The Exchange Type column is missing. No way to identify which one is Consolidated RIC.
When I insert Warrant Cusip into "my_cusip" variable in the above query it doesn't return anything. I need to remove ExchangeType eq 'Consolidated' from the filter to retrieve Warrant data. However, it returns data for multiple exchanges and I need only "Consolidated" RIC. Please advise.
Thank you!
