DataScope Equities Non-Standard Futures RIC

Guy Metro

DataScope Equities IT record field 14, Last Trading Day, is blank for futures series "CBOE Futures Exchange LLC Market Volatility TAS Index Spread"

Why is it blank?

Also the RIC is not the standard format. We would expect, for example

VXTG4-M4

However, we are receiving an extra S and B as follows.

VXTSG4-BM4

Is this for Sell and Buy legs?

Why does this spread future have the S and B and not other spreads?

Is the RIC format migrating to this?

Thank you

Guy Metrocavich

raksina.samasiri

Hi @Guy Metro ,

For reference, here's the case resolution provided by the support team.

1) For Ric VXTSG4-BM4 we have updated the Last trade date and is available, please find attachment below for reference.

Instrument ID,Instrument ID Type,RIC,Expiration Date,Last Trading Day,Underlying RIC,Ticker,Security Description,First Trade Date,File Code,Exchange Code,Exchange Country Code Description,Exchange Country Code
VXTSG4-BM4,RIC,VXTSG4-BM4,02/14/2024,02/14/2024,.VIX,VXT,VXT FEB24 2L Spr,09/25/2023,5766,CBF,United States,US


2) S and B stands for sell and buy. The spread RICs will have these extra S and B in the RIC structure under <0#VX-:> and <0#VXT-:>. There is no migration as such all the spread Rics will have respective buy and sell for CBF exchange.

raksina.samasiri

Hi @Guy Metro ,

Thank you for posting the question in
this forum. However, this forum is dedicated to an API usage question hence,
the moderators on this forum do not have deep expertise in every type of
content available through Refinitiv products. Such expertise is available
through Refinitiv Helpdesk, which can be reached via MyRefinitiv. To be of help, ticket number 13236717 was raised on your
behalf and the support team is going to contact you directly to assist with
this.

Hope this helps and please let me
know in case you have any further questions

Guy Metro

This answers my question. Thank you!