Possible values of ContractTypeCode and their meanings?

Jon Freeman

Hi,

I'm using refinitiv.data in Python. The Equity Derivative Quotes view (search.Views.EQUITY_DERIVATIVE_QUOTES) exposes a field named ContractTypeCode. For active listed options on .SPX, there appear to be two possible values of ContractTypeCode: "91" and "92", with occurrences of "92" greatly outnumbering "91".

I have the following questions, from most specific to most general:

• What are the meanings (descriptions) of these two ContractTypeCodes?
• What are all the possible values of ContractTypeCode, together with a description of each?
• Is there a "meta-endpoint" which lets me obtain a list of all possible values + descriptions for any particular field?

Thanks very much.

Regards,
Jon

Jirapongse

@Jon Freeman

Thank you for reaching out to us.

Its string value is in the ContractType field.

You can use the following code to get the list.

rd.discovery.search(
    view=rd.discovery.Views.EQUITY_DERIVATIVE_QUOTES,
    filter="ContractTypeCode ne null",
    group_by="ContractTypeCode",
    group_count=1,
    top=1000,
    select="ContractType,ContractTypeCode"
)

91 is "AM Settled Options" and 92 is "PM Settled Options".

raksina.samasiri

Hi @Jon Freeman ,

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 13307915 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.

nick.zincone

Hi @Jon Freeman

To follow-up on these questions:

• What are all the possible values of ContractTypeCode, together with a description of each?
• Is there a "meta-endpoint" which lets me obtain a list of all possible values + descriptions for any particular field?

You can refer to the article: Building queries easily using... This article focuses on using the meta data endpoint and displaying attributes and values. I can do this because the 'ContractType' field is flagged as a 'navigable' field, where as the 'ContractTypeCode' is not. If you want to get the 'ContractTypeCode', you can perform a specific filter for the contract type. For example:

Using the features within the above article, I'm utilizing the 'navigator' feature to list the entire collection of contract types and their count:

There are about 30 more...