Converting Options and Futures symbols to RICs
I have Options with symbols like "AAPL--190510C00207500" and Futures with symbols like "ESM9" that I would like to request historical data for. I have tried to use the Eikon get_symbology method to convert these symbols to RICs, but the method returns "No best match available" for each of these symbols. The underlying JSON response gives the additional error "Unknown symbol."
Is there a programmatic method for converting symbols in each of these formats to their corresponding RICs?
Best Answer
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For futures the RIC is typically the same as the exchange symbol. "ESM9" is the RIC for S&P 500 E-mini June future.
For US stock options RIC construction logic and rules see the "Options Symbology Change.pdf" document available from MyRefinitiv.
https://my.refinitiv.com/content/mytr/en/datanotification/DN036712.html
and the following update
https://my.refinitiv.com/content/mytr/en/datanotification/DN099473.html0
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