I'm using python API. I'm trying to extract RIC for Equity Indices by cusip. As an example, I have Cusip 648815108 for S&P 500 Index and Cusip 12497K100 for CBOE Market Volatility Index. However, when I search with the below query I have an empty dataframe returned.
df3 = rd.discovery.search(
view=rd.discovery.Views.SEARCH_ALL,
top=10,
filter=f"(CUSIP in ('648815108') or CUSIP in ('12497K100'))",
select = "DTSubjectName,ExchangeName,ExchangeType,RIC,IssueISIN,Gics,AssetState,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,RCSTRBC2012Leaf,RCSAssetCategoryLeaf,RCSCurrencyLeaf,ExDividendDate,CUSIP,CinCUSIP,SEDOL,RCSExchangeCountryLeaf"
)
Please advise why search by cusip is returning an empty dataframe? If search by cusip is not possible please advise what is the best way to find a single RIC for Equity Indices? My final goal is to retrieve closing price using RIC with:
price_df = rd.get_data(universe=['.SPX'], fields=['TR.PriceClose'])