Extract Underlying Index RIC for an ETF

guillaume.lefur

Hi,

I would like to extract the underlying index for an ETF. As an example, for the ETF AOK.N, the underlying index is .SPTGCUT - Do you know if there is way to catch the underlying indices for a list of ETF?

Many thanks!

bob.lee

@guillaume.lefur ,From Funds (Lipper) perspective, the RDP Funds API can show the index of the fund is tracking via the field: fund manager benchmark index. Below is the query and response to get the index of your sample ETF:

https://api.refinitiv.com/data/funds/v1/assets?symbols=AOK.N&properties=benchmarks[filter:FUND_MANAGER]

{
  "assets": [
    {
      "id": "AOK.N",
      "benchmarks": [
        {
          "code": "FUND_MANAGER",
          "type": {
            "id": "743",
            "name": "Fund Manager"
          },
          "values": [
            {
              "name": "S&P Target Risk Conservative TR",
              "id": 11042269
            }
          ]
        }
      ]
    }
  ],
  "totalRecords": 1,
  "fromIndex": 0,
  "toIndex": 0,
  "pageNumber": 0
}

Once you got the Lipper ID of the index, you can make another query to get its other reference codes such as the RIC as below:

https://api.refinitiv.com/data/funds/v1/assets?symbols=11042269&properties=codes 
{
  "assets": [
    {
      "id": "11042269",
      "codes": [
        {
          "code": "RICTRIARCH",
          "type": {
            "id": "1425",
            "name": "RIC / Triarch Code"
          },
          "values": [
            {
              "value": ".SPTGCUT"
            }
          ]
        },
        {
          "code": "FEEDID",
          "type": {
            "id": "5576"
          },
          "values": [
            {
              "value": "SPTGCUT",
              "date": "2015-02-27"
            }
          ]
        },
        {
          "code": "USFUNDNO",
          "type": {
            "id": "4012",
            "name": "US Fund No"
          },
          "values": [
            {
              "value": "190556"
            }
          ]
        },
        {
          "code": "LIPPERSYMBOL",
          "type": {
            "id": "4861",
            "name": "Lipper Symbol (LANA Code)"
          },
          "values": [
            {
              "value": "B62T"
            }
          ]
        },
        {
          "code": "LIPPERID",
          "type": {
            "id": "4002",
            "code": "LIPPERID",
            "name": "LipperId"
          },
          "values": [
            {
              "value": "11042269"
            }
          ]
        }
      ]
    }
  ],
  "totalRecords": 1,
  "fromIndex": 0,
  "toIndex": 0,
  "pageNumber": 0
}