What is the RIC for the CME S&P 500 Week 3 (serial month) Options?

ph

Using ExpandChain on EVW+ then ExpandChain again on EV3WN6+ only shows a list of 2 options.

Jirapongse

@ph

The data team contacted the exchange to verify why there were only two RICs under the chain 0#EV3WN6+ during the period 28th May, 2016 to 13th Jun, 2016.

But the exchange does not store historical security definitions. Hence, they were unable to confirm if there were any other strikes that were listed during the period 28th May, 2016 to 13th Jun, 2016.

If you come across a similar issue, please let TRTH support team know as soon as possible. This will help the TRTH team further investigate on the issue with the exchange.

Jirapongse

I have subscribed to 0#EVW+ and found 7 RICs in this chain.

Then, I subscribed to 0#EV3WN6+ and found a lot of RICs in this chain. For example:

Jirapongse

The following is part of data when subscribing to 0#EV3WN6+ via Eikon Quote.

ph

I tried to run the ExpandChain command on date range 2016-05-30 to 2016-06-10 and only see a list of 2 options.

Jirapongse

I got three items when using ExpandChain for 0#EV3WN6+ on date range 2016-05-30 to 2016-06-10.

• SPU6
• EV3W1300G6
• EV3W1300S6
  

Request

<ExpandChain xmlns="http://types.webservice.tickhistory.thomsonreuters.com">
	<instrument>
		<code>0#EV3WN6+</code>
	</instrument>
	<dateRange>
		<start>2016-05-30</start>
		<end>2016-06-10</end>
	</dateRange>
	<timeRange>
		<start>00:00:00</start>
		<end>23:59:59.999</end>
	</timeRange>
	<requestInGMT>true</requestInGMT>
</ExpandChain>

Response

<ExpandChainResponse xmlns="http://types.webservice.tickhistory.thomsonreuters.com">
	<instrumentList>
		<instrument>
			<code>SPU6</code>
		</instrument>
		<instrument>
			<code>EV3W1300G6</code>
		</instrument>
		<instrument>
			<code>EV3W1300S6</code>
		</instrument>
	</instrumentList>
</ExpandChainResponse> 

I have tested it on several days between 26 May 2016 - 16 Jun 2016. The results are:

• Between 26-27 May 2016, it returns 363 items: SPU6, EV3W1300G6, EV3W1300S6, EV3W1305G6, EV3W1305S6, ..., and EV3W2170G6
• Between 28 May - 13 Jun 2016, it returns 3 items: SPU6, EV3W1300G6, and EV3W1300S6
• Between 14-16 Jun 2016: it returns 1223 Items: SPU6, EV3W1300G6, EV3W1300S6, EV3W1305G6, EV3W1305S6, ..., EV3W3140G6

Between 28 May and 13 Jun 2016, it returns only three items for this chain (0#EV3WN6+). This could be the problem.

ph

https://community.developers.refinitiv.com/discussion/comment/6720#Comment_6720

Do you know who I should contact at reuters in regards to this problem?

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/6841#Comment_6841

I have contacted a TRTH expert to verify the problem.