Get RIC code for derivative using the underlying RIC code

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adam.leroux

27 ●1 ●0 ●3

Get RIC code for derivative using the underlying RIC code

Hi,

I'm trying to get the RIC code for some futures contract, especially for index futures.

The data i have is the Underlying RIC code. I would like to see all futures contract on that index, with as much information possible so that I can find the one I need.

I tried using a Definition Search with the DERIVATIVE_QUOTES or EQUITY_DERIVATIVE_QUOTES view but I don't get results.

response = rd.content.search.Definition(
    view=rd.content.search.Views.DERIVATIVE_QUOTES,
    filter="RIC eq '.INX'"
).get_data()
response.data.df

I also have the "long name" of the contract I need, for example "S&P500 EMINI FUT Dec23".

Does anyone have an idea of what function can do this ?

Also important : I would like to not use eikon as much as possible because i would like to not have to run the desktop app to run queries. I can do that using refinitiv.data, so I would like to use that.

Thanks,

#technology #content refinitiv-data-platform rics derivatives isin

Apr 30 at 11:41 AM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2024-04-30T12:07:36Z

aramyan.h

5.6k ●18 ●2 ●7

Hi @adam.leroux ,

I think the following query might be useful:

response = rd.content.search.Definition(
    view=rd.content.search.Views.EQUITY_QUOTES,
    filter = "(AssetState eq 'AC' and SearchAllCategoryv2 eq 'Futures' and ((UnderlyingQuoteRIC eq '.INX')))",
select = "AssetState,RIC,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DTSubjectName,ExchangeName,ExpiryDate,UnderlyingIssuerName,UnderlyingQuoteRIC,RCSCurrencyLeaf,RCSExchangeCountryLeaf,UnderlyingRCSAssetCategoryLeaf",
    top = 1000).get_data()
response.data.df

In general, you can use the Advanced search app in LSEG Workspace to build your query and then export the code:

Hope this helps.

Best regards,

Haykaz

screenshot-2024-04-30-at-130509.png (156.3 KiB)

screenshot-2024-04-30-at-130609.png (167.6 KiB)

Apr 30 at 12:07 PM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

aramyan.h Apr 30 at 12:22 PM

Hi Adam,

Type Advanced Search in the LSEG Workspace Search box:

Then select Equity&Index Derivatives-> Futures. Further you can add the Underlying RIC under Filters on the left side.

This workflow is especially is handy for building Search queries.

Best regards,

Haykaz

screenshot-2024-04-30-at-132001.png (30.6 KiB)

screenshot-2024-04-30-at-132111.png (107.2 KiB)

adam.leroux aramyan.h Apr 30 at 12:24 PM

Thank you very much you are saving me a lot of time ahah :)

aramyan.h aramyan.h Apr 30 at 12:26 PM

happy to, let me know if any further questions!

adam.leroux aramyan.h Apr 30 at 12:33 PM

last question ahah, can you specify multiple isins here ?

Thanks

1714480424300.png (20.2 KiB)

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adam.leroux Apr 30 at 12:15 PM

Hi Haykaz,

Thanks for your answer.

Sorry i'm new to LSEG/Refinitiv, how can you create such a query from the workspace ?

Do you search for .INX, then press an "All futures" button somewhere ?

Sorry but i couldn't find any information on tis in the documentation, but i'm very interested in not having to write all my queries ahah.

Thank you.

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