Help finding field names for RIC

Hi,


Please help me find the field names for this Ric Code:

0#TFOM+

I need alll the closing prices for the different months and strikes please. Have not been able to find them using the Formula Builder.

Best Answer

  • @rmi Pls see code below - the RIC '0#TFOM+' is a chain of chains - so we need to decode all chains to get to the sub-chains and then for each subchain get the instruments contained and their details:

    df,err = ek.get_data('0#TFOM+',['CF_NAME'])
    chainlist = df['Instrument'].astype(str).tolist()
    optionlist =[]

    for chain in chainlist:
        df,err = ek.get_data(chain,['CF_NAME','PUTCALLIND','PUT_CALL','STRIKE_PRC','EXPIR_DATE','CF_CLOSE','IMP_VOLT','OPINT_1'])
        if len(optionlist):
            optionlist = pd.concat([optionlist, df], axis=0,ignore_index=True)
        else:
            optionlist = df

    optionlist

    1637248584575.png

    I have included some of the more popular options fields - but to see a full list of fields available for these options just select the top RIC say 'TFOM50L1' and use the Data Item Browser App (type DIB into Eikon search bar):

    1637247692934.png

    There you can see a list of all field and parameters for any RIC. I hope this can help.