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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#contentrefinitiv-data-platformricsderivativesisin
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1 Answer

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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

screenshot-2024-04-30-at-130509.png

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

screenshot-2024-04-30-at-130609.png


Hope this helps.


Best regards,

Haykaz


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Hi Adam,


Type Advanced Search in the LSEG Workspace Search box:

screenshot-2024-04-30-at-132001.png


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


screenshot-2024-04-30-at-132111.png

This workflow is especially is handy for building Search queries.


Best regards,

Haykaz

Thank you very much you are saving me a lot of time ahah :)
happy to, let me know if any further questions!

last question ahah, can you specify multiple isins here ?


Thanks

1714480424300.png

1714480424300.png (20.2 KiB)
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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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