Getting Contract Code for Futures ( H M U Z) for Front RIC

dhruv.singh.1
dhruv.singh.1 Newcomer
in Eikon Data APIs

Hi I have been using Eikon Data API for Python, I wanted help for the following topics in Futures Contracts:

  1. Is there any way I find the Tick Size through Eikon Data API (For Example: for 0#FFc1)
  2. Any way can I find the Delivery Code (H M U Z) for the front most or subsequent RIC (Example: 0#FFc1 has the front most RIC as FFQ3 as per the current date)


    I don't mind using Refinitiv Data API as well
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  • m.bunkowski
    m.bunkowski LSEG
    Answer ✓

    Hi @dhruv.singh.1

    You can get the alias RIC code using rd library. The information for the tick size is also available but not for all the instrument and needs to be parsed from a string.

    rd.discovery.search(
        view = rd.discovery.Views.SEARCH_ALL,
        filter = "RIC eq 'FFc1'",
        select = "AliasRIC,FuturesContractTermsRIC,ContractSpec"
    )

    The result of ContractSpec is CBT/FF which is the page that is displayed in a free form text and not the structured data so it's not so easy to parse it, however for 0#FF: contracts it does not contain information about the tick size. Another sample that you can test is LCOc1 where you can see contract tick size details:

    1692005153995.png


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