I'm using the Eikon Excel add-in to retrieve time series data for a number of instruments over a range of brokers/exchanges. For bonds, it is fairly easy to derive a set of appropriate RICs from a given ISIN using the TR.RICS parameter or a chain query. However, I have not been able to find a similar functionality for equity instruments, despite seeing up to 30 exchanges an instrument is traded on in its AQ window. Starting with an ISIN, is there a way to obtain a list of these RICs within Excel?
You can use RSearch function to retrieve the list of RICs given an ISIN for an equity, e.g.
=RSearch("EQUITY","IssueISIN:US0378331005 RawContextFilter:'AssetState ne \'DC\''","NBROWS:100")To familiarize yourself with the parameters of the function and to help you construct it follow the wizard behind the Search button under Thomson Reuters tab in Excel ribbon. Once you've selected your search criteria click the button with icon depicting a function symbol "f(x)" to insert RSearch function into the worksheet.