What is the RIC for VIX Future spread product? For example VIX Future Spread product between VXc2...

purvesh.yadav
purvesh.yadav Newcomer
in Elektron
What is the RIC for VIX Future spread product? For example VIX Future Spread product between VXc2 & VXc3 is UXX0UXZ0 as per bloomberg. We are loking for equivalent of this in Reuters.
Tagged:

Best Answer

Answers

  • aaroncfa
    aaroncfa Newcomer

    This is the top result in search engines for this question. For those who just want some guidance to get going on their own: the format appears to be ~ ${RIC_ROOT}S{NEAR_MONTH_CODE}{NEAR_1DIGIT_YEAR}_B{FAR_MONTH_CODE}{FAR_1DIGIT_YEAR} eg VXSV1-BX1 for BBG UXV1UXX1 (i.e., VXV1 VXX1).


    Cheers

Categories