Skip to content
  • Register

    • Get RIC code for derivative using the underlying RIC code

    adam.leroux
    adam.leroux Newcomer
    in Refinitiv Data Platform Libraries

    Hi,


    I'm trying to get the RIC code for some futures contract, especially for index futures.

    The data i have is the Underlying RIC code. I would like to see all futures contract on that index, with as much information possible so that I can find the one I need.

    I tried using a Definition Search with the DERIVATIVE_QUOTES or EQUITY_DERIVATIVE_QUOTES view but I don't get results. 

    response = rd.content.search.Definition(
        view=rd.content.search.Views.DERIVATIVE_QUOTES,
        filter="RIC eq '.INX'"
    ).get_data()
    response.data.df


    I also have the "long name" of the contract I need, for example "S&P500 EMINI FUT Dec23".

    Does anyone have an idea of what function can do this ?

    Also important : I would like to not use eikon as much as possible because i would like to not have to run the desktop app to run queries. I can do that using refinitiv.data, so I would like to use that.

    Thanks,

    Tagged:

    Welcome!

    It looks like you're new here. Sign in or register to get started.
    Sign In
    Register

    Best Answer

    • aramyan.h
      aramyan.h admin
      Answer ✓

      Hi @adam.leroux ,


      I think the following query might be useful:

      response = rd.content.search.Definition(
          view=rd.content.search.Views.EQUITY_QUOTES,
          filter = "(AssetState eq 'AC' and SearchAllCategoryv2 eq 'Futures' and ((UnderlyingQuoteRIC eq '.INX')))",
      select = "AssetState,RIC,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DTSubjectName,ExchangeName,ExpiryDate,UnderlyingIssuerName,UnderlyingQuoteRIC,RCSCurrencyLeaf,RCSExchangeCountryLeaf,UnderlyingRCSAssetCategoryLeaf",
          top = 1000).get_data()
      response.data.df

      screenshot-2024-04-30-at-130509.png

      In general, you can use the Advanced search app in LSEG Workspace to build your query and then export the code:

      screenshot-2024-04-30-at-130609.png


      Hope this helps.


      Best regards,

      Haykaz

    Answers

    Welcome!

    It looks like you're new here. Sign in or register to get started.
    Sign In
    Register

    Welcome!

    It looks like you're new here. Sign in or register to get started.
    Sign In
    Register

    Quick Links

    Categories