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Upvotes
1 0 2 3

Given Ric code of put option can we identify its call options Ric code and vise versa.

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@jay416505

Hi,

Please let us know if you have any update on this question.

If it is still an issue, please post again to offer further insight into your question.

Regards,

AHS

Hi @jay416505,

Please let us know if you have any update on this question.

If it is still an issue, please post again to offer further insight into your question.

Regards,

AHS

Upvotes
11.3k 25 9 14

Hi @jay416505,

I'm not sure if I understand the question correctly. Do you mean you want to get RIC name have the same strike price, expiration date, etc, but opposite options?

Generally, there is RIC rule to construct Options RIC. You may use the rules to reconstruct RIC.

Anyway, for REST API, you may use the following instructions for FuturesAndOptionsSearchRequest to get information and use the information to search of opposite Call/Put.

1. Get attributes of a given RIC (i.e. SPXCC202001750.U)

Request:

{
"SearchRequest": {
"FileCodes": null,
"CurrencyCodes": null,
"ExchangeCodes": null,
"StrikePrice": null,
 "ExpirationDate": null,
"IdentifierType": "Ric",
"Identifier": "SPXCC202001750.U",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": null,
"AssetStatus": "Active",
"PutCall": null
}
}

Response:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.FuturesAndOptionsSearchResult)",
    "value": [
        {
            "Identifier": "SPXCC202001750.U",
            "IdentifierType": "Ric",
            "Source": "OPQ",
            "Key": "VjF8MHgwMDEwMGIwMDFkYWQwOGI4fDB4MDAxMDBiMDAxZGFiODMzNHxPUFF8RFZRVXxERVJWfE9QVHxEfHxTUFhDQzIwMjAwMTc1MC5VfDcxNTQ",
            "Description": "SPXC Mar0 17.5 C",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "OPQ",
            "CurrencyCode": "USD",
            "FuturesAndOptionsType": "Options",
            "PutCallCode": "Call",
            "ExpirationDate": "2020-03-20T00:00:00.000Z",
            "StrikePrice": 17.5,
            "AssetStatus": "Active"
        }
    ]
}

2. Use the returned information such as ExpirationDate and StrikePrice, but use opposite PutCall for the search.

Request:

{
"SearchRequest": {
"FileCodes": null,
"CurrencyCodes": null,
"ExchangeCodes": null,
"StrikePrice": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericValueComparison",
        "Value": 17.5
    },
 "ExpirationDate": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Search.DateValueComparison",
        "Value": "2020-03-20T00:00:00.000Z"
    },
"IdentifierType": "Ric",
"Identifier": "SPX*",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": null,
"AssetStatus": "Active",
"PutCall": "Put"
}
}

Response:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.FuturesAndOptionsSearchResult)",
    "value": [
        {
            "Identifier": "SPXCO202001750.U",
            "IdentifierType": "Ric",
            "Source": "OPQ",
            "Key": "VjF8MHgwMDEwMGIwMDFkYWQxMWUwfDB4MDAxMDBiMDAxZGFiOTgyYXxPUFF8RFZRVXxERVJWfE9QVHxEfHxTUFhDTzIwMjAwMTc1MC5VfDcxNTQ",
            "Description": "SPXC Mar0 17.5 P",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "OPQ",
            "CurrencyCode": "USD",
            "FuturesAndOptionsType": "Options",
            "PutCallCode": "Put",
            "ExpirationDate": "2020-03-20T00:00:00.000Z",
            "StrikePrice": 17.5,
            "AssetStatus": "Active"
        }
    ]
}


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Upvotes
1 0 2 3

This is not what I expect

e.g 1

Input ric - SPXo202031450.U

output Ric -

SPXc202031450.U



e.g 2

Input ric - SPXc202031450.U

output Ric -

SPXo202031450.U


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Hi @jay416505,

I would like to better understand the requirement. Could you elaborate and provide the sample of expected result?

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