How to convert RIC code from auto-listing to contract month?

alongkot.b
alongkot.b Newcomer
in TRTH

Hi,

Now, i get data of LCOc1, LCOc2 from Tick-History. But how can i change from our auto-listing code into non-auto-listing code? and can i search the code via webui of "datascope select"?


Thank you very much,

Petch

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @alongkot.b

    You can perform an extraction to get the data.

    For example, the instrument list contiains LCOM2^2.

    Then, create the Elektron Timesereis report template to extract "RIC", "Trade Date", "Universal Close Price", and "Expiration Date" fields.

    1689921371533.png

    Next, create a schudule extaction from the instrument list and report teamplate.

    The extraction result looks like this:

    1689921553609.png


Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @alongkot.b

    Thank you for reaching out to us.

    Please explain more about the problem and provide samples of auto-listing codes and non-auto-listing codes.

    Is it this Futures and Options search?

    1689844596339.png

    Otherwise, you can contact the DataScope Select support team directly via MyRefinitiv to verify how to do it on the DataScope Select Web GUI.

  • alongkot.b
    alongkot.b Newcomer

    Hi @Jirapongse,

    i also did the same thing as you mention. but the Description is not align. for example LCOc1 or LCOc2 are "ICE Brent Crude Energy Future c1" and "ICE Brent Crude Energy Future c2" respectively 1689908875653.png

    after i change the code from "LCOc1" to "LCO*" , i can't get any similar Description of "ICE Brent Crude Energy Future xxxxx". Please suggest me how to get the data of "ICE Brent Crude Energy Future in Jan 2022" and "ICE Brent Crude Energy Future in Jan 2012"?


    Thank you very much,

    Petch

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @alongkot.b

    Please try this one.

    1689914253688.png

    However, please contact the DataScope Select support team directly via MyRefinitiv to confirm it.

  • alongkot.b
    alongkot.b Newcomer

    Dear @Jirapongse

    the way you suggest is work to get the RIC. then i tried to download data from my specified code of "LCOM2" or "LCOM2^2" but i still cannot get any data from that year. Then i tried to search and here is the result

    1689919132699.png

    and i also got nothing of the LOCM2 from API and Web.

    1689919477277.png


    Thank you very much,

    Petch

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    If you are using REST API, you can try the following request with the https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw endpoint.

    {
      "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
        "ContentFieldNames": [      
          "RIC",
          "Trade Date",
          "Universal Close Price",
          "Expiration Date"
        ],
        "IdentifierList": {
          "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "InstrumentIdentifiers": [
            { "Identifier": "LCOM2^2", "IdentifierType": "Ric" }
     
          ],"ValidationOptions":{"AllowHistoricalInstruments": true}
        },
        "Condition": {
          "ReportDateRangeType": "Range",
          "QueryStartDate": "2012-01-01",
          "QueryEndDate": "2022-04-29"
        }
      }
    }

    The output is:

    1689922306212.png

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