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Is there a mapping between consolidated and individual RIC?
We know now that we can compose a consolidated symbol by using ticker + curreny _ ".xbo". For example, the consolidated symbol for VOD.L is VODGBP.xbo. However, is there a reverse mapping such that we know what Exchanges are included as part of the consolidated? We understand that the consolidated RIC may not cover all exchanges. For example, FRST.L is being traded on market but we don't seem to get anything in FRSTGBP.xbo. Are there any rules to go about to figure out what Exchanges it's traded on? thanks in advance for your help.
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@jzhao: The FID 801 contains the chain RIC which contains the individual RIC's that are contributing to the consolidated RIC.
For VODGBP.xbo, this RIC is 0#VODGBP.xbo. If you subscribe to 0#VODGBP.xbo the FID's LONGLINK1..LONGLINKn will contains the individual contributing RIC's.