How to use CUSIP to get the RIC for equity indices?

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'])

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @Terence_97

    Thank you for reaching out to us.

    Search by CUSIP is possible. However, I checked and found that I could not search those CUSIPs on Workspace.

    You need to contact the helpdesk team via MyAccount to verify those CUSIPS.

    If you know their common names, you can search by their common names. For example:

    df = ld.discovery.search(
        view = ld.discovery.Views.INDEX_INSTRUMENTS,
        filter = "CommonName weq 'S&P 500 Index - CBOE' or  CommonName weq 'CBOE Market Volatility Index'",
        select = "DTSubjectName,ExchangeName,ExchangeType,RIC,IssueISIN,Gics,AssetState,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,RCSTRBC2012Leaf,RCSAssetCategoryLeaf,RCSCurrencyLeaf,ExDividendDate,CUSIP,CinCUSIP,SEDOL,RCSExchangeCountryLeaf"
    )
        
    df