How to convert RIC code from auto-listing to contract month?
Hi,
Now, i get data of LCOc1, LCOc2 from Tick-History. But how can i change from our auto-listing code into non-auto-listing code? and can i search the code via webui of "datascope select"?
Thank you very much,
Petch
Best Answer
-
You can perform an extraction to get the data.
For example, the instrument list contiains LCOM2^2.
Then, create the Elektron Timesereis report template to extract "RIC", "Trade Date", "Universal Close Price", and "Expiration Date" fields.
Next, create a schudule extaction from the instrument list and report teamplate.
The extraction result looks like this:
0
Answers
-
Thank you for reaching out to us.
Please explain more about the problem and provide samples of auto-listing codes and non-auto-listing codes.
Is it this Futures and Options search?
Otherwise, you can contact the DataScope Select support team directly via MyRefinitiv to verify how to do it on the DataScope Select Web GUI.
0 -
Hi @Jirapongse,
i also did the same thing as you mention. but the Description is not align. for example LCOc1 or LCOc2 are "ICE Brent Crude Energy Future c1" and "ICE Brent Crude Energy Future c2" respectively
after i change the code from "LCOc1" to "LCO*" , i can't get any similar Description of "ICE Brent Crude Energy Future xxxxx". Please suggest me how to get the data of "ICE Brent Crude Energy Future in Jan 2022" and "ICE Brent Crude Energy Future in Jan 2012"?
Thank you very much,
Petch
0 -
Please try this one.
However, please contact the DataScope Select support team directly via MyRefinitiv to confirm it.
0 -
Dear @Jirapongse
the way you suggest is work to get the RIC. then i tried to download data from my specified code of "LCOM2" or "LCOM2^2" but i still cannot get any data from that year. Then i tried to search and here is the result
and i also got nothing of the LOCM2 from API and Web.
Thank you very much,
Petch
0 -
If you are using REST API, you can try the following request with the https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw endpoint.
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
"ContentFieldNames": [
"RIC",
"Trade Date",
"Universal Close Price",
"Expiration Date"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "LCOM2^2", "IdentifierType": "Ric" }
],"ValidationOptions":{"AllowHistoricalInstruments": true}
},
"Condition": {
"ReportDateRangeType": "Range",
"QueryStartDate": "2012-01-01",
"QueryEndDate": "2022-04-29"
}
}
}The output is:
0
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