Get all RICs for SOFR using the C# Eikon Data API

jiah
jiah Newcomer
in Eikon Data APIs

I am successfully using the C# Eikon Data API to retrieve various information and now need to work with getting SOFR information.

I see that there is currently a list of SOFR RICs such as S1RX3, S1RF24 etc. in the SOFR_Futures window.

These appear to be year specific, such as the suffix 24 being used for the year 2024.

I am wondering if there is a way to query all available SOFR RICs currently in existence. That way, I can run that query at any time and be sure that I have the most up to date list, then use that list to query various information.

Thanks.

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @jiah

    Thank you for reaching out to us.

    I assumed that you are using Eikon Data API .NET (https://www.nuget.org/packages/EikonDataAPI). If you are using other APIs, please let me know.

    For Eikon Data API .NET, please try this code.

    List<string> instruments = new List<string> {
       "0#S1R:"
    }; 

    List<string> fields = new List<string> {
        "DSPLY_NAME"
    };               

    var data = eikon.GetData(
        instruments,
        fields
        );
    data

    The output looks like this:

    1695204940042.png


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