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Getting RIC from ISIN and MIC

Hello, Am I able to map an ISIN and MIC to a RIC using DSS API . I know there is the Source option but I dont see anywhere I can map MIC to Source. Also the EXchange Code field returned from Terms and Conditions doesnt seem to be conform to the 3 character REuters Exchange code format . Thanks

dss-rest-apidssdatascope-selectisin
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@neil.gallagher, can you give us an example where the Exchange Code field returned from Terms and Conditions does not conform to the 3 character Reuters Exchange code format ?

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@neil.gallagher,

Now that I understood your query better, I knew what to search, but it took some time.

The T&C (Terms and Conditions) request you mentioned can be used in 2 ways:

  • Input an ISIN, and receive the primary RIC, MIC, Exchange code, etc.
  • Input an ISIN and exchange code, and receive the (not necessarily primary) RIC, MIC, etc.

The issue is that you don't have exchange codes, you have MICs. I am guessing that as you have MICs, you could have cases where the MIC could be on an exchange which is not the primary exchange. So we cannot assume we just need to find the primary RIC (which would be easy, as mentioned above and described in this article on converting ISINs to RICs using DSS).

So the issue is to find a mapping between MIC and exchange code.

A basic instrument search request using an ISIN as input returns all possible RICs, with their corresponding exchange codes. We get the universe of RICs, but not their MIC. Running a T&C request on all the RIC-exchange pairs received from the instrument search will deliver the corresponding MICs, which would allow you to select the correct RIC. This is a bit of a roundabout solution, but could work.

An alternative would be to use a table of correspondence between MIC and exchange code. It took some time, but a colleagues (thank you Patrick !) came up with two similar ones, here they are:

  • An online version, dated 17 Feb 2018, with 364 matching records. This one is maintained by Thomson Reuters.
  • An Excel version, attached. This one is of May 2017 and contains 390 actual matches (there are many blank and "Not Available" records, which might also be of interest) mic-to-exchange-table-may-2017.zip.
    I found a similar Excel version, but of 2013, here.
    These seem practical, but as they were not created by Thomson Reuters, we do not guarantee their content.
  • Added 4 April: I found a more recent version, dated 8 March 2018, with 420 matching records. mifid-basic-venue-20180308.zip

Hope this helps.


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Fantastic. Just what I was after. Thanks again

@neil.gallagher, glad I could help.

I just added some comments on the last part of my answer.

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@neil.gallagher, as a partial answer, here is an explanation on source and exchange codes:

In DSS, source codes and exchange codes are not necessarily the same.

For certain exchanges, it is the RIC suffix that is used in DSS as source code. E.g. for NASDAQ, .OQ is the DSS source code whereas the exchange codes are NAS, NSM, NMS.

For other exchanges, e.g. National Stock Exchange of India (NSI), the source code and exchange code are the same i.e. NSI.

For non-exchange traded instruments you will have a source code but no exchange code.

In short, there’s no established link between DSS source codes and TR Exchange codes.

The complete list of DSS source codes is documented here:

https://customers.reuters.com/a/productsupport/Datascope/GCODES/price_src_cds.html

And the list of exchange codes is documented here:

https://customers.reuters.com/a/productsupport/Datascope/GCODES/dse_exch_cds.html

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Hi

Thanks for the explanation. Basically my problem is that I have an ISIN and also the standard MIC (https://www.iso20022.org/10383/iso-10383-market-identifier-codes) for a set of instruments. How can I use this information to lookup the correct instrument (with RIC) on DSS. It seems like I need to be able to get the Source code from the MIC but there doesn't seem to be a mapping to do that? Can you suggest a way I could do this? Is there any other information on top of ISIN and MIC that I could use to derive the Source code. Apologies if this seems a little naive.

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Hi, Sorry to bother you but wondered if you had any comment on above. Thanks

@neil.gallagher, finally, yes, but the research was longer than expected.

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@neil.gallagher, am also searching for this combination and stuck up. Could you please let me know whether this issue got resolved ?

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@Christiaan Meihsl

Hi

I am having similar problem. Our system works on MIC code and need to align incoming Exchange codes from Reuter needs to be pre-aligned to MIC where ever applicable. We consume Exchange code from following two GCodes i.e. dse_exch_cds and mkt_exch_cds

So I need to align all these code to its corresponding MIC code. So from where and how can I get entire alignment

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@sjshah,

I am not aware of other lists apart from those mentioned in my previously accepted answer. That said:

  • The mkt_exch_cds list you mention contains the MIC code in the MKT_MIC_CD field, and the Reuters exchange code in the MKT_EXCH_CD field, so that gives you one of the 2 lists you need.
  • You might be able to map some codes between the dse_exch_cds and the official MIC list, by using the description and country fields. As an example, taking from the dse_exch_cds ICAP Energy, based in Norway (exchange code: ICP), and searching for ICAP Energy and country NORWAY in the official MIC list, I find MIC ICAS. This will probably need some manual work.

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@Christiaan Meihsl

Hello,

Is there a table of correspondance between MIC and RIC suffix maintained by Thomson Reuters ?

Thank you

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