Possible values of ContractTypeCode and their meanings?

Jon Freeman
Jon Freeman Newcomer
in Refinitiv Data Platform

Hi,

I'm using refinitiv.data in Python. The Equity Derivative Quotes view (search.Views.EQUITY_DERIVATIVE_QUOTES) exposes a field named ContractTypeCode. For active listed options on .SPX, there appear to be two possible values of ContractTypeCode: "91" and "92", with occurrences of "92" greatly outnumbering "91".

I have the following questions, from most specific to most general:

  • What are the meanings (descriptions) of these two ContractTypeCodes?
  • What are all the possible values of ContractTypeCode, together with a description of each?
  • Is there a "meta-endpoint" which lets me obtain a list of all possible values + descriptions for any particular field?

Thanks very much.

Regards,
Jon

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Jon Freeman

    Thank you for reaching out to us.

    Its string value is in the ContractType field.

    You can use the following code to get the list. 

    rd.discovery.search(
        view=rd.discovery.Views.EQUITY_DERIVATIVE_QUOTES,
        filter="ContractTypeCode ne null",
        group_by="ContractTypeCode",
        group_count=1,
        top=1000,
        select="ContractType,ContractTypeCode"
    )

    91 is "AM Settled Options" and 92 is "PM Settled Options".


Answers

  • nick.zincone
    nick.zincone admin

    Hi @Jon Freeman

    To follow-up on these questions:

    • What are all the possible values of ContractTypeCode, together with a description of each?
    • Is there a "meta-endpoint" which lets me obtain a list of all possible values + descriptions for any particular field?

    You can refer to the article: Building queries easily using... This article focuses on using the meta data endpoint and displaying attributes and values. I can do this because the 'ContractType' field is flagged as a 'navigable' field, where as the 'ContractTypeCode' is not. If you want to get the 'ContractTypeCode', you can perform a specific filter for the contract type. For example:

    1707921269510.png

    Using the features within the above article, I'm utilizing the 'navigator' feature to list the entire collection of contract types and their count:

    1707920608147.png

    There are about 30 more...

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