I have venue by day files with RIC tick history data for options. For a particular option ID, I'm looking for an algorithmic way to obtain the information such as:
1. Expiration date
2. Asset Type (Futures/Options/Indices...)
3. Put/call flag
4. Strike Price
For instance, for SPXw182242500 I get the data when I manually look it up in RIC lookup here:
But have have thousands of RIC, soI just want to perform that lookup via API (python). Could you please help?