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RIC nomenclature for expired Options on Futures

How can I build the RIC for an expired Option on a Future such as 'LCO5500'?

The Q&A below gives an answer for historical Options, but not Options on a Futures:

https://community.developers.refinitiv.com/questions/48814/find-historical-option-price-for-given-ticker-date.html

I'd like to use such RIC for expired Options on Futures in Python in an API call similar to this:

  1. option = ek.get_timeseries(['ECAG201801100.U^G18'],start_date='2018-01-10',end_date='2018-02-10',interval='daily')
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1 Answer

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Hi @danieluphromes ,


Looking at 'RULES1' in Eikon, you can select the RIC rules for the security type at hand - here it's Options on Futures, which is 'RULES5'


Once the Option on a future is delivered, its original RIC is removed from Eikon's front end.

E.g.: Once the LCO5500 option expired in October 2020 and was delivered in December 2020, it was removed.

After being removed, they are renamed (in the back end - so that they are discoverable in our APIs) to specify that they're now expired.

E.g.: Once the LCO5500 option was delivered in December 2020, it was discoverable as LCO5500L0^L20 on the API; the two last Ls represent that the delivery month was December, and the 0 & 20 added towards the end indicate that the delivery year was 2020.

So you can find the LCO5500 Option on a Future expired in October 2020 (and delivered on December 2020) in the Python API under 'LCO5500L0^L20':


ek.get_timeseries(['LCO5500L0^L20'], start_date='2020-01-10', end_date='2020-02-10', interval='daily')


You can follow the same logic for other such Options on Futures

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