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m1jkf00 avatar image
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Pre-2018 interest rate futures and options

I'm trying to pull futures and options on those futures for the federal funds rate, UK 3-month LIBOR (short sterling), and EU 3-month LIBOR (Euribor) using the RIC chains 0#1FF+ (for fed funds), 0#FSS+ (for UK), and 0#FEI+ (for EU). However, these chains do not return any data from prior to 2018, but I'm pretty confident there should be more data. Have the RICs these chains map to changed since then?

Separately, I know LIBOR is supposed to be phased out over the next couple years (I believe UK LIBOR will be gone next year), so I would be interested in 3-month SOFR (for US), SONIA (for UK), and ESTR (for EU) futures and options instead (EONIA would also work for EU). Are such series available via the API? I was not able to any of these other than (I believe) 0#SRA for US SOFR.

I would appreciate any guidance here. Thank you.

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wasin.w avatar image   wasin.w

Hello @m1jkf00

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS


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zoya faberov avatar image
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Hello @m1jkf00,

The best way to find out what content is available as well as help you identify the content that matches your requirements is to submit the content questions to Refinitiv content experts directly, via Refinitiv Helpdesk Online -> Content -> RTH and be connected with a Refinitiv content expert.

This forum is focused on general questions and discussions centered around Refintiiv API usage, the majority of the members of the forum are developers working with Refinitiv APIs, the moderators of the forum are Refinitiv API experts and do not have in-depth expertise with many types of content that is made available by Refinitv.

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zoya faberov avatar image   zoya faberov

Please let us know if you are able to proceed, or would like a hand, we can help by submitting on your behalf.

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