Converting Options and Futures symbols to RICs

Question

Question by christopher.songer · May 24, 2019 at 04:56 PM · options futures ric lookup get_symbology

Converting Options and Futures symbols to RICs

I have Options with symbols like "AAPL--190510C00207500" and Futures with symbols like "ESM9" that I would like to request historical data for. I have tried to use the Eikon get_symbology method to convert these symbols to RICs, but the method returns "No best match available" for each of these symbols. The underlying JSON response gives the additional error "Unknown symbol."

Is there a programmatic method for converting symbols in each of these formats to their corresponding RICs?

0

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2019-05-24T18:20:37Z

REFINITIV

Best Answer

Answer by Alex Putkov. · May 24, 2019 at 06:20 PM

For futures the RIC is typically the same as the exchange symbol. "ESM9" is the RIC for S&P 500 E-mini June future.
For US stock options RIC construction logic and rules see the "Options Symbology Change.pdf" document available from MyRefinitiv.
https://my.refinitiv.com/content/mytr/en/datanotification/DN036712.html
and the following update
https://my.refinitiv.com/content/mytr/en/datanotification/DN099473.html

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Converting Options and Futures symbols to RICs

1 Reply

Watch this question

Related Questions