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
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:
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:
Hope this helps.
@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:
And the list of exchange codes is documented here:
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.
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