How to get RICS for expired spreads? Specifically those that have a change in year digits

a.santiago

When trying to get historical WTI spreads I cannot find appropriate RIC to use. In 2023 for some reason the RICS changed from 1 digit year to 2 digit years. When attempting to get history for a 2023-2024 spread pair all logic seems to breakdown.
I used the refinitiv search:

import os

import requests

resp = requests.post('https://selectapi.datascope.refinitiv.com/RestApi/v1/Authentication/RequestToken',

json={'Credentials': {'Username': os.environ['REFINITIV_API_USER'],

'Password': os.environ['REFINITIV_API_PASS']}},

headers={'Content-Type': 'application/json'})

token = resp.json()['value']

headers = {'Authorization': 'Token ' + token, 'Content-Type': 'application/json', 'Prefer': 'respond-async'}

i = requests.post('https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch', headers=headers,

json={

"SearchRequest": {

"FuturesAndOptionsType": "Futures",

"AssetStatus": "Inactive",

"IdentifierType": "Ric",

"Identifier": "CLZ3-F24*",

"PreferredIdentifierType": "Ric"

}

})

i.json()

This tells me the RIC format is "CLZ3-F24^2" for a CLZ23-F24 spread - whoever when run through the get_history() function this does not work. Sample call below:

rd.get_history('CLZ3-Z24^2:', ['OPEN_PRC', 'HIGH_1', 'LOW_1', 'SETTLE'], 'daily', '2023-09-07', '2023-10-10')

Error Code:(TS.Interday.UserRequestError.70005, The universe is not found)

What is the best way to identify all the nuances with these RICS codes? It is a bit mad…

Thanks!

Additional Note: When using the python library search it (sample below) it says I am missing a scope? Please advise.

rd.discovery.search(

view = rd.discovery.Views.SEARCH_ALL,

filter = "PrimaryChainRIC eq '0#CL-:'",

select = "DocumentTitle,RIC,PrimaryChainRIC,ExpiryDate",

top = 1000)

Error Code: Missing scopes: {'trapi.search.read'}

Gurpreet

Hello @a.santiago,

1. The RIC that is returned by the DSS is not the one that you are using in the get_history API call - there is a typo in your call. I can get data for that correct expired RIC:

2. Missing scope in RDP means that your account does not have the permission to invoke that API call. You can speak to your LSEG account manager to get those products added to your account.

a.santiago

ah thanks! Are you able to use chain rics with refintiv data platform? That would probably solve all of my headaches with finding the correct RICS

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/123490#Comment_123490

Yes, the Refinitiv Data Library support chain RICs. There is a chain exmple on GitHub.

a.santiago

https://community.developers.refinitiv.com/discussion/comment/123495#Comment_123495

Perfect! When running the example on CL (WTI OIL) for example I only get current RICS. How would I go about expired?

fchi = Chain('0#CL-:')
print(fchi.constituents)

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/123611#Comment_123611

@a.santiago

If you mean chain RICs that contain expired RICs, please contact the helpdesk team directly via MyAccount. The helpdesk team can check if those chain RICs are available.