how to map exchange ticker to RIC on a given date

rtc_data
rtc_data Newcomer

RIC may change for some stock ticker, so how can I get RIC on a given date?

One case is that Lastest RIC for 1686 in HKG is 1686.HK, while RIC before 2018-01-19 is 8008.HK

Is there some way to retrieve RIC for ticker+date

Best Answer

  • @rtc_data,

    I did not find a way to retrieve the RIC for ticker+date, but there are ways to find out if and when a RIC changed. I'm aware this does not really answer your need, but maybe it can help ?

    Learning about recent name changes when running extractions

    When you run an extraction, you should look at the maintenance notes. You will find them in a separate file if you run a scheduled extraction, but they are at the end of the extraction notes if you run an On Demand request. The maintenance notes tell you about name changes that have occurred over the last 10 days, which allows you to adapt your instrument lists accordingly. More information on the maintenance notes can be found here.

    For any date in time

    Use the Historical Reference functionality. Caveat: I'm not sure if this is available to you if you are a DSS customer, it might be restricted to TRTH customers.

    In the GUI: start with a historical search. If you search for 8008.HK (1) over the entire date range (1996 till now) it will tell you that it has changed to 1686.HK (2). Clicking on Reference History (3) will give the details, we see the change of RIC on 22 Jan 2018 (4):

    image

    In the API, here is the request body (sent with a POST to Extractions/ExtractWithNotes):

    {
    "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
    "ContentFieldNames": [ "RIC", "Ticker", "Change Date" ],
    "IdentifierList": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
    "InstrumentIdentifiers": [ { "Identifier": "8008.HK", "IdentifierType": "Ric" } ],
    "ValidationOptions": {"AllowHistoricalInstruments": true},
    "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
    "ReportDateRangeType": "Range",
    "QueryStartDate": "1996-01-01",
    "QueryEndDate": "2018-12-11"
    }
    }
    }

    The response contains many data elements, you will find several with RIC 8008.HK and several for 1686.HK. The oldest record that mentions 1686.HK tells us there was a RIC change:

            {
    "IdentifierType": "Ric",
    "Identifier": "8008.HK",
    "RIC": "1686.HK",
    "Ticker": "1686",
    "Change Date": "2018-01-20"
    },

    Older records show the original RIC was 8008.HK:

            {
    "IdentifierType": "Ric",
    "Identifier": "8008.HK",
    "RIC": "8008.HK",
    "Ticker": null,
    "Change Date": "2002-10-19"
    },

    The response using the API will be the same if you run the request for 8008.HK or 1686.HK, but will not return data if you use the ticker.

Answers