Getting information for RIC code of an option via API
Hi Team,
I have venue by day files with RIC tick history data for options. For a particular option ID, I'm looking for an algorithmic way to obtain the information such as:
1. Expiration date
2. Asset Type (Futures/Options/Indices...)
3. Put/call flag
4. Strike Price
For instance, for SPXw182242500 I get the data when I manually look it up in RIC lookup here:
https://developers.refinitiv.com/en/tools-catalog/ric-search
But have have thousands of RIC, soI just want to perform that lookup via API (python). Could you please help?
Thanks!
Best Answer
-
You can use the TermsAndConditionsExtractionRequest extraction with the Extractions/ExtractWithNotes endpoint to get those information.
The request looks like this:
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
"ContentFieldNames": [
"Series Description","MiFID Option Type","Contract Month and Year","Strike Price"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "SPXl182686000.U", "IdentifierType": "Ric" }
]
}
}
}The output is:
"Contents": [
{
"IdentifierType": "Ric",
"Identifier": "SPXl182686000.U",
"Series Description": "OPRA S&P 500 Index Option",
"MiFID Option Type": "CALL",
"Contract Month and Year": "DEC2026",
"Strike Price": 8600
}
],To use the TermsAndConditionsExtractionRequest with multiple items, please refer to the Extraction Limits by Report Template.
2
Answers
-
Hi @ns3481
Can you please confirm which Refinitiv Products you have access to?
I can access the fields shown on the RIC Search page for 'SPXw182242500.U' using the WebSocket API (or other streaming API) connected to our real-time streaming feeds.
I can also access the above using the RD Library connected to the above real-time service or to the desktop Eikon (or Workspace) application.
1 -
Hi Umer,
I have access to Refinitiv Tickhistory (RTH) database. I guess that's REST API?
Thanks!.
0 -
Hi @ns3481
Yes that's a REST API - you can find tutorials etc at RTH Tutorials | Refinitiv Developers
You can find examples, including Python ones at Downloads | Refinitiv Developers
I am not a Content expert, so cannot confirm if all the above-required fields would be available in the Tick History database.
0 -
Thanks Umer. But I don't need all that. my ask is very simple.
I have an option code such as this: 'SPXl182686000.U' and I want to get the description (Name), which I can get manually from the RIC search list as follows:
OPRA S&P 500 Index Option 8600 Call Dec 2026But I have millions of such RIC codes and I want an algorithmic way to get its description (Name). Surely there must be a way to get it?
I know the construction of these RIC and can construct them (first three digit is SPC, little l means a December call, ... but it's not clean and I don't know whether the strike price is 8600 or 860 or 86000, so I want to pass the RIC and get the description. I have access to data scope and REST API, maybe other things. Can you please suggest some ways I can get the info, just RIC -> Name mapping?
Thanks!
0 -
@Jirapongse , thank you very much. This works for me for now. I don't get Mifid Option type and contract month, but I can use the option RIC for that. I do get the strike price. That's great and works for me for now.
Thank you so much, I was trying to figure this out for the past few days.
0
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