How do you get the S&P500 list of stock symbols from refinitiv.

Jwan622

CAn someone show me how to make a request to get a list of s&p500 stocks? I can't seem to find this anywhere. What can I do do make a request? Is there a simple get request endpoint?

I want to feed the results into this request to get all csv order book data:

json_blob = {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [{
                    "Identifier": f"{ticker}",
                    "IdentifierType": "Ric",
                }],
                "ValidationOptions": {
                    "AllowHistoricalInstruments": "true"
                },
                "UseUserPreferencesForValidationOptions": "false",
            },
            "Condition": {
                "View": "RawMarketByPrice",
                "MessageTimeStampIn": "GmtUtc",
                "ReportDateRangeType": "Range",
                "DisplaySourceRIC": "true",
                "DateRangeTimeZone": "UTC",
                "QueryStartDate": query_start_date,
                "QueryEndDate": query_end_date,
            },
        }
    }
    post_url = URL_BASE + "/Extractions/ExtractRaw"
    response = post_request_with_auth(post_url, refinitiv_auth_token, json_blob)

    job_id = response.json()["JobId"]
    logger.info("Starting CSV download...")

    response = requests.get(
        URL_BASE + f"/Extractions/RawExtractionResults('{job_id}')/$value",
        headers = {"Authorization": f"Token {refinitiv_auth_token}"},
        stream = True
    )
    response.raise_for_status()

job_id = response.json()["JobId"]
logger.info("Starting CSV download...")

response = requests.get(
    URL_BASE + f"/Extractions/RawExtractionResults('{job_id}')/$value",
    headers = {"Authorization": f"Token {refinitiv_auth_token}"},
    stream = True
)
response.raise_for_status()

Jirapongse

@Jwan622

Thank you for reaching out to us.

You can use the TermsAndConditionsExtractionRequest to get a list of RICs in the S&P500. The chain RIC of the S&P500 is 0#.SPX. Therefore, the request message looks like this:

{

    "ExtractionRequest": {

        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",

        "ContentFieldNames": [

            "RIC"

        ],

        "IdentifierList": {

            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

            "InstrumentIdentifiers": [

                   { "Identifier": "0#.SPX", "IdentifierType": "ChainRIC" }

            ]

        }

    }

}

The Python code is:

import requests

import json


url = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes"


payload = json.dumps({

  "ExtractionRequest": {

    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",

    "ContentFieldNames": [

      "RIC"

    ],

    "IdentifierList": {

      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

      "InstrumentIdentifiers": [

        {

          "Identifier": "0#.SPX",

          "IdentifierType": "ChainRIC"

        }

      ]

    }

  }

})

headers = {

  'Prefer': 'respond-async',

  'Content-Type': 'application/json',

  'Authorization': 'Token <Token>'

}


response = requests.request("POST", url, headers=headers, data=payload)


print(response.text)

The output is:

 "Contents": [

        {

            "IdentifierType": "ChainRIC",

            "Identifier": "0#.SPX",

            "RIC": ".SPX"

        },

        {

            "IdentifierType": "ChainRIC",

            "Identifier": "0#.SPX",

            "RIC": "A.N"

        },

        {

            "IdentifierType": "ChainRIC",

            "Identifier": "0#.SPX",

            "RIC": "AAPL.OQ"

        },

        {

            "IdentifierType": "ChainRIC",

            "Identifier": "0#.SPX",

            "RIC": "ABBV.N"

        },

        {

            "IdentifierType": "ChainRIC",

            "Identifier": "0#.SPX",

            "RIC": "ABNB.OQ"

        },

        …

Jwan622

https://community.developers.refinitiv.com/discussion/comment/124272#Comment_124272

it works with my token, thank you very much

wasin.w

https://community.developers.refinitiv.com/discussion/comment/124283#Comment_124283

Hello @Jwan622

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Yes' button on the appropriate reply? This will guide all community members who have a similar question.
Thanks,

AHS

Jwan622

https://community.developers.refinitiv.com/discussion/comment/124308#Comment_124308

I got the data back:"@odata.context":"https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult","Contents":[{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":".SPX"},{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":"A.N"},{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":"AAPL.OQ"},{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":"ABBV.N"},{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":"ABNB.OQ"},{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":"ABT.N"},{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":"ACGL.OQ"},{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":"ACN.N"When making an extraction request from this API:

    json_blob = {        "ExtractionRequest": {            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",            "IdentifierList": {                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",                "InstrumentIdentifiers": [{                    "Identifier": f"{ticker}",                    "IdentifierType": "Ric",                }],                "ValidationOptions": {                    "AllowHistoricalInstruments": "true"                },                "UseUserPreferencesForValidationOptions": "false",            },            "Condition": {                "View": "RawMarketByPrice",                "MessageTimeStampIn": "GmtUtc",                "ReportDateRangeType": "Range",                "DisplaySourceRIC": "true",                "DateRangeTimeZone": "UTC",                "QueryStartDate": query_start_date,                "QueryEndDate": query_end_date,            },        }    }    post_url = URL_BASE + "/Extractions/ExtractRaw"    response = post_request_with_auth(post_url, refinitiv_auth_token, json_blob)

The ticker in the identifier field doesn't work. It only accepts a ticker like AAPL and then an exchange. Is that correct? Where can I see docs for the TickHistoryMarketDepth endpoint? What do I pass as the Identifier? I notice if I swap out the exchanges for "ARC", "NY2", "NTV" and "BZX" it works… but where is this documented?

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/124430#Comment_124430

@Jwan622

Typically, for equity, RICs are followed by .<exchange>. However, you need to contact the TickHistory support team directly to confirm it.

You can access the REST API Reference Tree and the Tick History Documentation page for the documents.

Not all RICs can support the RawMarketByPrice data, as mentioned in this question.

You may need to contact the Tick History support team via MyAccount regarding how to get or search the required RICs via the Datascope Web GUI. If the required RICs can be searched or retrieved via the Datascope Web GUI, then we can check how to do the same thing with the Tick History REST API.