Determine when an RCI is active?

(This is Anand Shah, an RA working with Prof. Eric Budish)

I'm investigating market depth for tickers on various exchanges. For example, WMT on various exchanges (.DEA, .DEX, .BAT, .O, ...).

What I'm doing: I'm currently making Tick History Market Depth report templates to investigate this. I.e., I manually query bid/ask data on WMT.DEA for a specified time period.

The problem: I am being returned the error: 'No data available over the requested data range,' though I'm sure WMT.DEA should have market depth for this period.

The ask: Is it possible to return what time periods an RCI is active? Ideally, something for which I plug in 'WMT.DEA' and receive xx-xx data ranges where I can observe data on its market depth.

Find more posts tagged with

dss

report-template

datascope-select

market-depth

Accepted answers

Jirapongse

@eric.budish

I think you mean RIC, not RCI.

I can use the historical search in DSS to get the first data and last date.

If this doesn't work, please share settings (start date and end date) that you are using.

All comments

Jirapongse

@eric.budish

I think you mean RIC, not RCI.

I can use the historical search in DSS to get the first data and last date.

If this doesn't work, please share settings (start date and end date) that you are using.

eric.budish

(This is still Anand, Prof. Budish's RA)

Hi @Jirapongse, thanks for the response. You're right -- I meant RIC. Thanks for catching the typo.

On the recommendation to use 'historical search': I had already obtained this information from looking up the RIC's reference history (i.e., 'Change date'). Keeping with the example WMT.DEA, when I use the query settings 03/08/2019 - 10/11/2021, I still obtain the error: 'No data available over the requested data range,' despite the fact that Walmart was certainly traded in this time period.

I also notice that, at the bottom of the screen, I received the prompt:

(RIC,WMT.DEA,DXA)  row suppressed for lack of 'Distribution Rights - Tick History never allowed for PE 0' permission.

Are we lacking permission to view this market depth data? How can we obtain such permission? In other posts, it appears users receive this prompt even if Refinitiv does not have market depth coverage for a particular RIC. Is that the case here?

Jirapongse

I have provided an answer on this thread.

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