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    • Getting information for RIC code of an option via API

    ns3481
    ns3481 Newcomer
    in TRTH

    Hi Team,

    I have venue by day files with RIC tick history data for options. For a particular option ID, I'm looking for an algorithmic way to obtain the information such as:
    1. Expiration date
    2. Asset Type (Futures/Options/Indices...)
    3. Put/call flag
    4. Strike Price


    For instance, for SPXw182242500 I get the data when I manually look it up in RIC lookup here:
    https://developers.refinitiv.com/en/tools-catalog/ric-search

    But have have thousands of RIC, soI just want to perform that lookup via API (python). Could you please help?

    Thanks!

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    Best Answer

    • Jirapongse
      Jirapongse ✭✭✭✭✭
      Answer ✓

      @ns3481

      You can use the TermsAndConditionsExtractionRequest extraction with the Extractions/ExtractWithNotes endpoint to get those information.

      The request looks like this:

      {
          "ExtractionRequest": {
              "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
              "ContentFieldNames": [
                 "Series Description","MiFID Option Type","Contract Month and Year","Strike Price"
              ],
              "IdentifierList": {
                  "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                  "InstrumentIdentifiers": [               
                      { "Identifier": "SPXl182686000.U", "IdentifierType": "Ric" }
                  ]
              }
          }
      }

      The output is:

       "Contents": [
              {
                  "IdentifierType": "Ric",
                  "Identifier": "SPXl182686000.U",
                  "Series Description": "OPRA S&P 500 Index Option",
                  "MiFID Option Type": "CALL",
                  "Contract Month and Year": "DEC2026",
                  "Strike Price": 8600
              }
          ],

      To use the TermsAndConditionsExtractionRequest with multiple items, please refer to the Extraction Limits by Report Template.

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    Answers

    • umer.nalla
      umer.nalla LSEG

      Hi @ns3481

      Can you please confirm which Refinitiv Products you have access to?

      I can access the fields shown on the RIC Search page for 'SPXw182242500.U' using the WebSocket API (or other streaming API) connected to our real-time streaming feeds.

      I can also access the above using the RD Library connected to the above real-time service or to the desktop Eikon (or Workspace) application.

    • ns3481
      ns3481 Newcomer

      Hi Umer,

      I have access to Refinitiv Tickhistory (RTH) database. I guess that's REST API?

      Thanks!.

    • umer.nalla
      umer.nalla LSEG

      Hi @ns3481

      Yes that's a REST API - you can find tutorials etc at RTH Tutorials | Refinitiv Developers

      You can find examples, including Python ones at Downloads | Refinitiv Developers

      I am not a Content expert, so cannot confirm if all the above-required fields would be available in the Tick History database.


    • ns3481
      ns3481 Newcomer

      Thanks Umer. But I don't need all that. my ask is very simple.


      I have an option code such as this: 'SPXl182686000.U' and I want to get the description (Name), which I can get manually from the RIC search list as follows:
      OPRA S&P 500 Index Option 8600 Call Dec 2026

      But I have millions of such RIC codes and I want an algorithmic way to get its description (Name). Surely there must be a way to get it?

      I know the construction of these RIC and can construct them (first three digit is SPC, little l means a December call, ... but it's not clean and I don't know whether the strike price is 8600 or 860 or 86000, so I want to pass the RIC and get the description. I have access to data scope and REST API, maybe other things. Can you please suggest some ways I can get the info, just RIC -> Name mapping?


      Thanks!


    • ns3481
      ns3481 Newcomer

      @Jirapongse , thank you very much. This works for me for now. I don't get Mifid Option type and contract month, but I can use the option RIC for that. I do get the strike price. That's great and works for me for now.

      Thank you so much, I was trying to figure this out for the past few days.

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