Details about Chain RIC constituents

vasanthakumar_s02
vasanthakumar_s02 Newcomer
in DSS

Hi Team, One small clarification regarding Chain RIC constituents.

{

"IdentifierType": "ChainRIC",

"Identifier": "0#MGN:",

"RIC": "MGNV9"

},

In the above RIC, last 2 characters (Bold and Underlined) signifies month and year respectively. Please let me know if my understanding is correct.

If yes,

1. Can you please share the month codes from January to December?

2. With respect to year, Only one character is being appended to form a RIC. How to distinguish years in this case. For example 2009, 2019 and 2029?

Tagged:

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @vasanthakumar_s02

    The speed guide <RULES2> explains the delivery month codes for future/option chains.

    imageFor a year, it should relate to the expired futures historical data explained on the speed guide <RULES9>.

    image

    However, you need to check with the Refinitiv Helpdesk for confirmation.

Answers

  • vasanthakumar_s02
    vasanthakumar_s02 Newcomer

    Hi Team, Looking for DSS Rest API which exposes Contract data (lotsize, lotunit and unit). Our application is making use of EndofDay Extraction api. But not able to find these details in that. Can you please help.


    For example:

    Contract data's for
    "0#BOO:" - > Lotsize - 6350, Lotunit - BBL, Unit - Thousandths
    "0#FEW:" -> Lotsize - 1000,Lotunit - MT, Unit - Thousandths
    "0#A7Q:" -> Lotsize - 42000,Lotunit - GAL, Unit - Hundred-thousandths

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    https://community.developers.refinitiv.com/discussion/comment/51042#Comment_51042

    The fields could be "Lot Size" and "Lot Units".

     "RIC": "FEWV9",
     "Lot Size": 1000,
     "Lot Units": "TONNE",

    The descriptions of "Lot Units" are available here.

    However, I am unable to find the field which provides "Unit - Thousandths". Please contact the DSS support team via Get Support to verify how to get it from DSS.


Categories