options chain RIC for US treasury Options - (underlying RIC Root = TY)
Hi,
From my own manual research I see that "0#TYW+" gives Friday weekly options from 2019, from 2013 to 2019 I see that "0#2TYW+" works. Finally "0#TY+" also seems to give weekly Friday options from 2012.
This link gives other Chains Rics for Open outcry vs CME globex : https://www.cmegroup.com/trading/interest-rates/files/Weekly-Treasury-Options-Reuters-Symbols.pdf ("0#TYWW+" and "0#ZNW+" respectively).
I am a bit lost as I'm not sure which Chain Ric is used for a given type of option (weekly or standard) and a given period in the past.
If you have any more information on the history of Chain Rics for standard option on the one hand, and for the weekly options on the other hand, that would be very helpful.
Thank you in advance,
Ilyass
Best Answer
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