What is the Best way to get a Stock future's RIC code if you have the exchange ticker symbol and mat
What is the Best way to get a Stock future's RIC code if you have the exchange ticker symbol and maturity date
0
Best Answer
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See page RULES5, which you can view in a Quote app in Eikon, and which describes RIC construction rules for futures. E.g. RIC ESZ1, which currently represents Dec 2021 contract on E-mini S&P 500 consists of RIC root 'ES', which is typically the same as the exchange ticker for the future, + 'Z' for December + '1' for 2021. For a table of expiry month codes see page RULES2.
Alternatively you can use Search service on RDP. The following call using RDP Library for Python currently returns 'ESZ1':rdp.search(view=rdp.SearchViews.EquityDerivativeQuotes,
filter = "RicRoot eq 'ES' and ExpiryDate eq 2021-12-17 and RCSAssetClass eq 'FUT'",
select = "RIC")0
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