Given Ric code of put option can we identify its call options Ric code and vise versa.

Hi @jay416505,

I'm not sure if I understand the question correctly. Do you mean you want to get RIC name have the same strike price, expiration date, etc, but opposite options?

Generally, there is RIC rule to construct Options RIC. You may use the rules to reconstruct RIC.

Anyway, for REST API, you may use the following instructions for FuturesAndOptionsSearchRequest to get information and use the information to search of opposite Call/Put.

1. Get attributes of a given RIC (i.e. SPXCC202001750.U)

Request:

{
"SearchRequest": {
"FileCodes": null,
"CurrencyCodes": null,
"ExchangeCodes": null,
"StrikePrice": null,
 "ExpirationDate": null,
"IdentifierType": "Ric",
"Identifier": "SPXCC202001750.U",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": null,
"AssetStatus": "Active",
"PutCall": null
}
}

Response:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.FuturesAndOptionsSearchResult)",
    "value": [
        {
            "Identifier": "SPXCC202001750.U",
            "IdentifierType": "Ric",
            "Source": "OPQ",
            "Key": "VjF8MHgwMDEwMGIwMDFkYWQwOGI4fDB4MDAxMDBiMDAxZGFiODMzNHxPUFF8RFZRVXxERVJWfE9QVHxEfHxTUFhDQzIwMjAwMTc1MC5VfDcxNTQ",
            "Description": "SPXC Mar0 17.5 C",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "OPQ",
            "CurrencyCode": "USD",
            "FuturesAndOptionsType": "Options",
            "PutCallCode": "Call",
            "ExpirationDate": "2020-03-20T00:00:00.000Z",
            "StrikePrice": 17.5,
            "AssetStatus": "Active"
        }
    ]
}

2. Use the returned information such as ExpirationDate and StrikePrice, but use opposite PutCall for the search.

Request:

{
"SearchRequest": {
"FileCodes": null,
"CurrencyCodes": null,
"ExchangeCodes": null,
"StrikePrice": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericValueComparison",
        "Value": 17.5
    },
 "ExpirationDate": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Search.DateValueComparison",
        "Value": "2020-03-20T00:00:00.000Z"
    },
"IdentifierType": "Ric",
"Identifier": "SPX*",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": null,
"AssetStatus": "Active",
"PutCall": "Put"
}
}

Response:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.FuturesAndOptionsSearchResult)",
    "value": [
        {
            "Identifier": "SPXCO202001750.U",
            "IdentifierType": "Ric",
            "Source": "OPQ",
            "Key": "VjF8MHgwMDEwMGIwMDFkYWQxMWUwfDB4MDAxMDBiMDAxZGFiOTgyYXxPUFF8RFZRVXxERVJWfE9QVHxEfHxTUFhDTzIwMjAwMTc1MC5VfDcxNTQ",
            "Description": "SPXC Mar0 17.5 P",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "OPQ",
            "CurrencyCode": "USD",
            "FuturesAndOptionsType": "Options",
            "PutCallCode": "Put",
            "ExpirationDate": "2020-03-20T00:00:00.000Z",
            "StrikePrice": 17.5,
            "AssetStatus": "Active"
        }
    ]
}

Hi @jay416505,

I would like to better understand the requirement. Could you elaborate and provide the sample of expected result?