Finding all RICs for S&P 500 Futures

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Question by s_suha01 · Jun 03 at 09:11 AM · eikon python api futures sp500

Finding all RICs for S&P 500 Futures

Hello,
I am looking for a way to find all RICs for the S&P500 Index Futures for all available maturities.

So far, I manually found:
Month; RIC; Expiry
JUN0 1SPXFM0 19-Jun-2020
SEP0 1SPXFU0 18-Sep-2020
DEC0 1SPXFZ0 18-Dec-2020
MAR1 1SPXFH1 19-Mar-2021
JUN1 1SPXFM1 18-Jun-2021

Question 1: How can I write single API request with a RIC (Chain) that will cover all available Futures?

Question 2: What is (in the picture below) the difference between "1SPXF- SPF" and "2SPCF - SPF"?

Question 3: I have seen that the Exchange is "Taiwan Futures Exchange", or the "Sao Paulo Commodity and Futures Exchange", which are both non-US locations. What's the difference?

Thanks,
s_suha01

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Answer 1 · 2020-06-10T03:20:23Z

REFINITIV

Best Answer

Answer by jirapongse.phuriphanvichai · Jun 10 at 03:20 AM

@s_suha01

I found this page <TM/FUTEX1> on the speed guide of Taiwan futures.

You can use these chain RICs with Eikon Data APIs to retrieve data. For example:

df, err = ek.get_data(instruments=["0#1SPXF:"], fields=['DSPLY_NAME','CONTR_MNTH','TRDPRC_1','BID','ASK'])

For the second question, from the speed guide page, it may relate to the day and night session.

However, please directly contact the content support team via MyRefinitiv for confirmation and more information.

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REFINITIV

jirapongse.phuriphanvichai ♦♦ · Jun 10 at 03:21 AM 0

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Finding all RICs for S&P 500 Futures

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