How to convert RIC to Mnemonic?

I've retrieved a set of static metadata associated with a large list of instruments using Eikon Scripting API. I now want to obtain the time series associated with these ETFs and indices using Datastream (DDL with FTP). However, DDL only accepts mnemonic as identifiers so I cannot provide RICs.

Question: How to convert RIC (for example .dMIJP00000NUS) to Mnemonic?

Attempt: I've explored the Data Item Browser in Eikon Scripting API but I haven't found any data item code associated with the instrument mnemonic.

Best Answer

  • You can use Datastream add-on to Eikon Excel. If you don't see Thomson Reuters Datastream tab in Excel ribbon, select Thomson Reuters tab, click on Add-ons button in the Options group in the ribbon and in the pop-up dialog box click Enable button against Datastream add-on. After you restart Excel you should see Thomson Reuters Datastream tab in Excel ribbon, and you can use the following worksheet function:
    =DSGRID(".dMIJP00000NUS","MNEM","Latest Value","","","Sym=RIC")
    Since you have a large list of instruments you'd want to use cell references instead of referencing the RIC as a string in the formula.
    I hope this helps.

Answers

  • Somehow, it seems that your solution does not work with several RICs. For example, =DSGRID(".DJI","MNEM","Latest Value","","","Sym=RIC") for Dow Jones works but =DSGRID(".SPXTR","MNEM","Latest Value","","","Sym=RIC") for S&P 500 TR does not work. A small subset of problematic RICs is: .SPXTR, EURA=D2, .DJSM, .GLDD, .RUTTU, .RUATU and many others. Could you please provide an alternative solution?

  • One of the RICs you mentioned: EURA=D2 wouldn't have an equivalent in Datastream. This is a highly specialized RIC for Euro/US Dollar exchange rate quoted on Thomson Reuters Dealing system during Asian trading session. Datastream does not have series for such highly specialized exchange rates.
    One other RIC: .RUTTU does not exist. Perhaps you meant .RUTTR?
    Yet others such as .SPXTR do have equivalents in Datastream, but for some reason the symbology is not mapped.

  • I'm afraid I cannot suggest any alternatives. But since this is a pure product question not directly related to any APIs, I suggest you raise it to Thomson Reuters Helpdesk. Perhaps a Datastream product specialist on the Helpdesk can suggest an alternative solution?