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"

        },

        …