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Jon Freeman avatar image
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Possible values of ContractTypeCode and their meanings?

Hi,

I'm using refinitiv.data in Python. The Equity Derivative Quotes view (search.Views.EQUITY_DERIVATIVE_QUOTES) exposes a field named ContractTypeCode. For active listed options on .SPX, there appear to be two possible values of ContractTypeCode: "91" and "92", with occurrences of "92" greatly outnumbering "91".

I have the following questions, from most specific to most general:

  • What are the meanings (descriptions) of these two ContractTypeCodes?
  • What are all the possible values of ContractTypeCode, together with a description of each?
  • Is there a "meta-endpoint" which lets me obtain a list of all possible values + descriptions for any particular field?

Thanks very much.

Regards,
Jon

#contentrefinitiv-data-platformderivatives
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Jirapongse avatar image
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@Jon Freeman

Thank you for reaching out to us.

Its string value is in the ContractType field.

You can use the following code to get the list. 

rd.discovery.search(
    view=rd.discovery.Views.EQUITY_DERIVATIVE_QUOTES,
    filter="ContractTypeCode ne null",
    group_by="ContractTypeCode",
    group_count=1,
    top=1000,
    select="ContractType,ContractTypeCode"
)

91 is "AM Settled Options" and 92 is "PM Settled Options".


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nick.zincone avatar image
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Hi @Jon Freeman

To follow-up on these questions:

  • What are all the possible values of ContractTypeCode, together with a description of each?
  • Is there a "meta-endpoint" which lets me obtain a list of all possible values + descriptions for any particular field?

You can refer to the article: Building queries easily using... This article focuses on using the meta data endpoint and displaying attributes and values. I can do this because the 'ContractType' field is flagged as a 'navigable' field, where as the 'ContractTypeCode' is not. If you want to get the 'ContractTypeCode', you can perform a specific filter for the contract type. For example:

1707921269510.png

Using the features within the above article, I'm utilizing the 'navigator' feature to list the entire collection of contract types and their count:

1707920608147.png

There are about 30 more...


1707921269510.png (15.0 KiB)
1707920608147.png (51.7 KiB)
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