How may i download list of RIC for an exchange including non longer traded stocks ? TRTH/DSS

guachesuede
guachesuede Newcomer
in TRTH
How may i download list of RIC for an exchange including non longer traded stocks ? TRTH/DSS
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  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    @guachesuede,

    As an example, for IBM, the RIC is:

    • IBM on NYQ (no extension)
    • IBM.N on NYS (NYSE)

    But remember that not all RICs on an exchange have an extension. Derivatives, futures, options might not have one, whereas equities usually have.

    If you have TRTH, retrieving the instrument list for an exchange using VBD seems the way to go. See REST Tutorial 2 for details. That said, you need to check if your TRTH account is entitled to VBD, which has a cost.

    I am not a financial specialist, I cannot explain the difference between NYQ and NYS. Eikon page US/EXCH1 might help you. This forum is for software developers using Thomson Reuters APIs, and technical discussions. For precise data queries, please directly contact TRTH support team via Contact Us. In the product field, select Thomson Reuters Tick History v2.

Answers

  • Christiaan Meihsl
    Christiaan Meihsl LSEG

    @guachesuede, TRTH VBD (Venue by Day) delivers a daily file that contains all RICs currently traded on a venue or exchange. Such lists are available for the last 30 days. The list does not contain stocks that are no longer traded.

    Using a simple instrument search (in TRTH or DSS) on *.PA would deliver all the RICs that end in ".PA", and are thus traded on the Paris exchange. The issue with this little trick is that there are instruments that have a different ending but are still traded on that exchange. It would also not work for an exchange like NYQ which does not have a RIC extension in ".something" ...

    Delivering a list of stocks that are no longer traded is tricky: how far would one go back into the past ? There could be thousands of expired instruments ...

    Can you explain what you are trying to achieve ? Is this related to RIC name changes ? What is your use case / workflow ?

  • guachesuede
    guachesuede Newcomer
    https://community.developers.refinitiv.com/discussion/comment/32500#Comment_32500

    Hi Christiaan, I am trying to get a list of historical RICs for a single exchange via TRTH. Does NYQ not have an extension ? I tried 0#.NYO but got a extraction error/ no instrument error after adding it to instruments list and extracition via schedules @Christiaan MeihslThe workflow is to simply extract rics of NYSE > use rics to extract historical data

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