Good morning,
I am working on a project that requires me to get the RIC and historical price data for several assets.
Some of those assets are options on interest rate futures, such as options on us 10yr notes futures for example.
The issue I have is that some of these options that I need to get the RIC of are expired, meaning I cannot search them, as I am aware that expired options are deleted from the search engine.
I then tried to re-construct their RIC using the RIC rules :
for example, the RIC for September 100 Put on us 10yr note (Ric root : TY) is TY110U24
However if I try to get older options with the same parameters, for example the same option for July, which should be TY110N24, I can't even view the historical price.
I then have 2 questions :
1) Is there a page with the ric rules to re construct the ric codes for options on rates futures ?
2) After discussing with the support on the workspace app, I've been told that there is no historical data saved for these types of options after they've expired, which I find surprising since I can get historical data for all type of options, except this specific one ?
Also If anyone has tried to do something similar let me know so we can share our findings.
Thank you for your time.
