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vanderkroon avatar image
42 ●11 ●7 ●16

What is the RIC for EMINI S&P?

I am trying to look at the EMINI S&P. I can find it in "https://emea1.apps.cp.thomsonreuters.com/web/Explorer/Default.aspx?s=EScv1&st=RIC"

as ESc1 or ESc2. But how does this translate to a RIC code?

I would like to retrieve data for it using python code such as:

mydata = ek.get_timeseries([tickersymbol], fields=['OPEN', 'CLOSE', 'HIGH', 'LOW', 'VOLUME','TR.FundSFFactor'],
                                 start_date=startdate, end_date=enddate)

Where 'ticker symbol' = de RIC code for the Emini S&P500 future.

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jason.ramchandani01 avatar image
11.1k ●22 ●6 ●9

Hi @vanderkroon - the code ESc1 is the RIC for the continuous ES (S&P500 e-mini future) - there are 4 expiries per year (Dec, Mar, Jun, Sept) - so rather than having to know which future is the front month eg ESU0, ESH0 etc you can just use ESc1 which will always provide you with the current front month contract, similarly ESc2 will provide you with the second front month etc.

We also provide another variant EScv1, EScv2 etc and this provide you with the front month contract where the volume is largest - so say the second front month contract is trading more volume than the first front month BEFORE expiry of the first front month - the larger volume contract with be returned ie the second front month.

Please try the following code - note I have removed the field 'TR.FundSFFactor' - which is not a timeseries model field - in fact its not relevant for futures contracts at all. You can see what fields are applicable for an instrument by using the Data Item Browser (type DIB into Eikon search bar)

mydata = ek.get_timeseries('ESc1', fields=['OPEN', 'CLOSE', 'HIGH', 'LOW', 'VOLUME']) mydata

I hope this can help

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Agnes Terada avatar image
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Hi @vanderkroon

If you want to pull all the fields, you could use:

data = ek.get_timeseries(["ESc1"], start_date = "2020-02-20", end_date = "2020-02-27")

data


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