How to get consolidated RIC and Primary RIC for ETF in TRTH

Tux1
Tux1 Explorer
in TRTH

Hi All,


I am looking at ETF instruments. Most of the time I know the primary RIC (eg: SPY.P)

but from that I would like to know what is the consolidated RIC over all the venues. How can I do that ?


Also sometime I just know a ric from a venue (SPY.Z) and I want to get the primary (SPY.P), is it possible to get this information from trth ?


Best regards,

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @Tux1,

    Do not believe that consolidated RIC info is stored in TRTH, as it is by convention, per Exchange. Please see this previous discussion and comment by Alex Putkov with examples.

    You can pull Primary Trading RIC via Terms and Conditions request, for example:

    {
        "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
            "ContentFieldNames": [
               "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Currency Code", "Primary Trading RIC"
            ],
            "IdentifierList": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers":
                    { "Identifier": "SPY.Z", "IdentifierType": "Ric" }
                ]
            }
        }
    }

    Resulting in

    ...
    {
                "IdentifierType": "Ric",
                "Identifier": "SPY.Z",
                "RIC": "SPY.Z",
                "CUSIP": "78462F103",
                "ISIN": "US78462F1030",
                "SEDOL": "2840215",
                "Issuer OrgID": "114486340",
                "Currency Code": "USD",
                "Primary Trading RIC": "SPY.P"
            }
    ...



Answers

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG

    Hi @Tux1,

    The symbol cross reference in DSS could provide references to other RIC such as consolidated RICs. I'm not sure if you have an access on this information. You can try this page on DSS GUI. The data can also be extracted with Symbol Cross Reference Report template of DSS.

  • Tux1
    Tux1 Explorer
    https://community.developers.refinitiv.com/discussion/comment/63241#Comment_63241

    Thanks, very helpful. Is there a way to get the consolidated ric now ?

  • Tux1
    Tux1 Explorer

    I don't have access to Symbol Cross Reference. Is there another way based on Terms and Condition or some Tick based templates ?


    Thanks

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    https://community.developers.refinitiv.com/discussion/comment/63270#Comment_63270

    @Tux1

    For the content question, you can directly contact the Tick History support team via MyRefinitiv to get a prompt response.

    image

  • Tux1
    Tux1 Explorer

    Any way to get the consolidated RIC from a normal RIC or primary RIC ?

    From BAC.N => BAC

    From AAPL.OQ => AAPL.O

    etc

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG

    Hi @Tux1,

    Not a content expert. I can get consolidated RIC with Instrument Search using ISIN.

    - Retrieve ISIN using TermsAndConditions report template.

    - Search ISIN in the InstrumentSearch. You will get the list of RIC related to the ISIN including consolidated RIC.

    POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/InstrumentSearch
    {
      "SearchRequest": {
        "InstrumentTypeGroups": [
          "CollatetizedMortgageObligations",
          "Commodities",
          "Equities",
          "FuturesAndOptions",
          "GovCorp",
          "MortgageBackedSecurities",
          "Money",
          "Municipals",
          "Funds"
        ],
        "IdentifierType": "Isin",
        "Identifier": "US0378331005",
        "PreferredIdentifierType": "Ric"
      }
    }

    The consolidated RIC can be identified with "Source" field. The "NSQ" is

    "NASDAQ Global Select Consolidated". You can find the list with GetExchanges

          {
                "Identifier": "AAPL.O",
                "IdentifierType": "Ric",
                "Source": "NSQ",
                "Key": "VjF8MHgwMDAzZGQwMDEzN2U2NGQ3fDB4MDAwM2RjMDA0YTRlODQ1ZnxOU1F8RVFRVXxFUVRZfE9EU0h8RXx8QUFQTC5PfDEzMDQ",
                "Description": "APPLE ORD",
                "InstrumentType": "EquityQuote",
                "Status": "Valid"
            },

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