Get RIC code for derivative using the underlying RIC code

adam.leroux

Hi,

I'm trying to get the RIC code for some futures contract, especially for index futures.

The data i have is the Underlying RIC code. I would like to see all futures contract on that index, with as much information possible so that I can find the one I need.

I tried using a Definition Search with the DERIVATIVE_QUOTES or EQUITY_DERIVATIVE_QUOTES view but I don't get results.

response = rd.content.search.Definition(
    view=rd.content.search.Views.DERIVATIVE_QUOTES,
    filter="RIC eq '.INX'"
).get_data()
response.data.df

I also have the "long name" of the contract I need, for example "S&P500 EMINI FUT Dec23".

Does anyone have an idea of what function can do this ?

Also important : I would like to not use eikon as much as possible because i would like to not have to run the desktop app to run queries. I can do that using refinitiv.data, so I would like to use that.

Thanks,

aramyan.h

Hi @adam.leroux ,

I think the following query might be useful:

response = rd.content.search.Definition(
    view=rd.content.search.Views.EQUITY_QUOTES,
    filter = "(AssetState eq 'AC' and SearchAllCategoryv2 eq 'Futures' and ((UnderlyingQuoteRIC eq '.INX')))",
select = "AssetState,RIC,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DTSubjectName,ExchangeName,ExpiryDate,UnderlyingIssuerName,UnderlyingQuoteRIC,RCSCurrencyLeaf,RCSExchangeCountryLeaf,UnderlyingRCSAssetCategoryLeaf",
    top = 1000).get_data()
response.data.df

In general, you can use the Advanced search app in LSEG Workspace to build your query and then export the code:

Hope this helps.

Best regards,

Haykaz

adam.leroux

Hi Haykaz,

Thanks for your answer.

Sorry i'm new to LSEG/Refinitiv, how can you create such a query from the workspace ?

Do you search for .INX, then press an "All futures" button somewhere ?

Sorry but i couldn't find any information on tis in the documentation, but i'm very interested in not having to write all my queries ahah.

Thank you.

aramyan.h

Hi Adam,

Type Advanced Search in the LSEG Workspace Search box:

Then select Equity&Index Derivatives-> Futures. Further you can add the Underlying RIC under Filters on the left side.

This workflow is especially is handy for building Search queries.

Best regards,

Haykaz

adam.leroux

Thank you very much you are saving me a lot of time ahah

aramyan.h

happy to, let me know if any further questions!

adam.leroux

last question ahah, can you specify multiple isins here ?

Thanks

aramyan.h

Yes, you need to specify those under the Filter on the left though: