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How to retrieve option chain constituents
1. How can I retrieve all RICs within an Option chain?
2. Does this request add to my data consumption? For example, I retrieve all 800 RICs of a chain (just RICs, no pricing data). Does this request then count as 1 RIC or 800 RICs.
Relevant product is Elektron Websocket API
Hi @William.Bonhote, Please follow this tutorial on how to decode and use the chain RICs. Even though the article is for EMA API, the same concept of walking the chain and decoding the links and pages, applies to websocket API.
The chain RIC itself just contains the underlying constituents, so should not apply towards your data limits, but it is best to check with your Refinitiv account manager.
E.g: Getting the Option chain for Apple Inc, RIC 0#AAPL*.U
{
"Fields":{
"CONTEXT_ID":2271,
"CURRENCY":"USD",
"DDS_DSO_ID":8289,
"DSPLY_NAME":"APPLE INC",
"LONGLINK1":"AAPL.O",
"LONGLINK10":"AAPLA102022000.U",
"LONGLINK11":"AAPLM102022000.U",
"LONGLINK12":"AAPLA102022500.U",
"LONGLINK13":"AAPLM102022500.U",
"LONGLINK14":null,
"LONGLINK2":"AAPLA102020000.U",
"LONGLINK3":"AAPLM102020000.U",
"LONGLINK4":"AAPLA102020500.U",
"LONGLINK5":"AAPLM102020500.U",
"LONGLINK6":"AAPLA102021000.U",
"LONGLINK7":"AAPLM102021000.U",
"LONGLINK8":"AAPLA102021500.U",
"LONGLINK9":"AAPLM102021500.U",
"LONGNEXTLR":"1#AAPL*.U",
"LONGPREVLR":null,
"MKT_SECTOR":"0",
"OFF_CD_IND":"CUS",
"PREF_DISP":2210,
"PREF_LINK":"1#AAPL*.U",
"PROD_PERM":77,
"RDNDISPLAY":160,
"RDN_EXCHD2":"OPQ",
"RDN_EXCHID":" ",
"RECORDTYPE":120,
"REF_COUNT":13,
"SPS_SP_RIC":".[SPSOPRABBO1VAE1",
"TRD_UNITS":"2DP "
...
and requesting data for the first link:
"Fields":{
"ACVOL_1":null,
"ACVOL_UNS":null,
"ADJUST_CLS":79.17,
"ANA_EXP_DT":"2020-01-11",
"ANA_EXP_DY":3,
"AQ_ASK":199.22,
"AQ_BID":null,
"ASK":82.95,
"ASKSIZE":116,
"ASK_COND_N":null,
"ASK_EXID":"PHO",
"ASK_INDCTV":null,
"ASK_TONE":"X",
"BCAST_REF":"100",
"BID":82.2,
"BIDSIZE":116,
"BID_ASK_DT":"2020-01-07",
"BID_COND_N":null,
"BID_EXID":"PHO",
"BID_INDCTV":null,
"BID_TONE":"X",
"BKGD_REF":"AAPLA1020C220000",
"BLKCOUNT":null,
Hello @William.Bonhote
You may check the Building a Chain Expander application using Elektron Websocket API and .NET Core C# article as an example of how to subscribe Chain data with the Elektron WebSocket API.