How to retrieve option chain constituents

William.Bonhote
William.Bonhote
in WebSocket API

1. How can I retrieve all RICs within an Option chain?

2. Does this request add to my data consumption? For example, I retrieve all 800 RICs of a chain (just RICs, no pricing data). Does this request then count as 1 RIC or 800 RICs.

Relevant product is Elektron Websocket API

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @William.Bonhote, Please follow this tutorial on how to decode and use the chain RICs. Even though the article is for EMA API, the same concept of walking the chain and decoding the links and pages, applies to websocket API.

    The chain RIC itself just contains the underlying constituents, so should not apply towards your data limits, but it is best to check with your Refinitiv account manager.

    E.g: Getting the Option chain for Apple Inc, RIC 0#AAPL*.U

    {
     "Fields":{
      "CONTEXT_ID":2271,
      "CURRENCY":"USD",
      "DDS_DSO_ID":8289,
      "DSPLY_NAME":"APPLE INC",
      "LONGLINK1":"AAPL.O",
      "LONGLINK10":"AAPLA102022000.U",
      "LONGLINK11":"AAPLM102022000.U",
      "LONGLINK12":"AAPLA102022500.U",
      "LONGLINK13":"AAPLM102022500.U",
      "LONGLINK14":null,
      "LONGLINK2":"AAPLA102020000.U",
      "LONGLINK3":"AAPLM102020000.U",
      "LONGLINK4":"AAPLA102020500.U",
      "LONGLINK5":"AAPLM102020500.U",
      "LONGLINK6":"AAPLA102021000.U",
      "LONGLINK7":"AAPLM102021000.U",
      "LONGLINK8":"AAPLA102021500.U",
      "LONGLINK9":"AAPLM102021500.U",
      "LONGNEXTLR":"1#AAPL*.U",
      "LONGPREVLR":null,
      "MKT_SECTOR":"0",
      "OFF_CD_IND":"CUS",
      "PREF_DISP":2210,
      "PREF_LINK":"1#AAPL*.U",
      "PROD_PERM":77,
      "RDNDISPLAY":160,
      "RDN_EXCHD2":"OPQ",
      "RDN_EXCHID":"   ",
      "RECORDTYPE":120,
      "REF_COUNT":13,
      "SPS_SP_RIC":".[SPSOPRABBO1VAE1",
      "TRD_UNITS":"2DP "
      ...

    and requesting data for the first link: 

    "Fields":{
      "ACVOL_1":null,
      "ACVOL_UNS":null,
      "ADJUST_CLS":79.17,
      "ANA_EXP_DT":"2020-01-11",
      "ANA_EXP_DY":3,
      "AQ_ASK":199.22,
      "AQ_BID":null,
      "ASK":82.95,
      "ASKSIZE":116,
      "ASK_COND_N":null,
      "ASK_EXID":"PHO",
      "ASK_INDCTV":null,
      "ASK_TONE":"X",
      "BCAST_REF":"100",
      "BID":82.2,
      "BIDSIZE":116,
      "BID_ASK_DT":"2020-01-07",
      "BID_COND_N":null,
      "BID_EXID":"PHO",
      "BID_INDCTV":null,
      "BID_TONE":"X",
      "BKGD_REF":"AAPLA1020C220000",
      "BLKCOUNT":null,

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