Is there a universal RIC structure to subscribe to L1 and L2 across SEA markets?

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Question by jfajardo · Jan 15, 2020 at 05:21 AM · elektron refinitiv-realtime elektron-sdk data rics

Is there a universal RIC structure to subscribe to L1 and L2 across SEA markets?

Hi,

I am trying to find a way to subscribe to L1 and L2 RICs individually, and together, but I am failing to see a universal RIC structure across all SEA venues. Is there any?

Sample for Individual RIC:

For Shenzhen, I am using <Symbol>.SZh (L1) and <Symbol>.SZhd (L2), hence I am trying to follow this format across SEA venues.
But for Singapore Derivatives, I only found <SNUH0> (L1) and <0#SNUH0> (L2), and no suffixes like Shenzhen.

And for subscribing to both L1 and L2 using same RIC, I was told that the hashtag 0 (#0) RIC will provide this, but this does not appear to be applicable to all markets, correct?

Context: I'm trying to find a way to subscribe to L1 and L2 tick by tick data through a uniform RIC across SEA markets.

Thank you very much for the help in advance!

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Answer 1 · 2020-01-15T07:59:45Z

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Best Answer

Answer by Tim Smith · Jan 15, 2020 at 07:59 AM

Hi @jfajardo Is this for all asset classes or just derivatives?

I ask as the suffix exists for equities and equity-like instruments, for futures there isn't a suffix.

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jfajardo · Jan 15, 2020 at 08:10 AM 0

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Hi Tim - I'm trying to do this for both equities and derivatives. I was hoping to have a universal RIC for the two classes, but I also understand that yeah there can be a difference between the two.

Regards,

Jayson

Is there a universal RIC structure to subscribe to L1 and L2 across SEA markets?

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