Extract Underlying Index RIC for an ETF

guillaume.lefur

Hi,

I would like to extract the underlying index for an ETF. As an example, for the ETF AOK.N, the underlying index is .SPTGCUT - Do you know if there is way to catch the underlying indices for a list of ETF?

Many thanks!

bob.lee

@guillaume.lefur ,From Funds (Lipper) perspective, the RDP Funds API can show the index of the fund is tracking via the field: fund manager benchmark index. Below is the query and response to get the index of your sample ETF:

https://api.refinitiv.com/data/funds/v1/assets?symbols=AOK.N&properties=benchmarks[filter:FUND_MANAGER]

{
  "assets": [
    {
      "id": "AOK.N",
      "benchmarks": [
        {
          "code": "FUND_MANAGER",
          "type": {
            "id": "743",
            "name": "Fund Manager"
          },
          "values": [
            {
              "name": "S&P Target Risk Conservative TR",
              "id": 11042269
            }
          ]
        }
      ]
    }
  ],
  "totalRecords": 1,
  "fromIndex": 0,
  "toIndex": 0,
  "pageNumber": 0
}

Once you got the Lipper ID of the index, you can make another query to get its other reference codes such as the RIC as below:

https://api.refinitiv.com/data/funds/v1/assets?symbols=11042269&properties=codes 
{
  "assets": [
    {
      "id": "11042269",
      "codes": [
        {
          "code": "RICTRIARCH",
          "type": {
            "id": "1425",
            "name": "RIC / Triarch Code"
          },
          "values": [
            {
              "value": ".SPTGCUT"
            }
          ]
        },
        {
          "code": "FEEDID",
          "type": {
            "id": "5576"
          },
          "values": [
            {
              "value": "SPTGCUT",
              "date": "2015-02-27"
            }
          ]
        },
        {
          "code": "USFUNDNO",
          "type": {
            "id": "4012",
            "name": "US Fund No"
          },
          "values": [
            {
              "value": "190556"
            }
          ]
        },
        {
          "code": "LIPPERSYMBOL",
          "type": {
            "id": "4861",
            "name": "Lipper Symbol (LANA Code)"
          },
          "values": [
            {
              "value": "B62T"
            }
          ]
        },
        {
          "code": "LIPPERID",
          "type": {
            "id": "4002",
            "code": "LIPPERID",
            "name": "LipperId"
          },
          "values": [
            {
              "value": "11042269"
            }
          ]
        }
      ]
    }
  ],
  "totalRecords": 1,
  "fromIndex": 0,
  "toIndex": 0,
  "pageNumber": 0
}

Gurpreet

Hi @guillaume.lefur,

There are two fields TR.PriceMainIndex and TR.PriceMainIndexRIC which might be relevant, although
the value they provide are: S&P 500 Index and .SPX

This forum is dedicated to technical discussions on using Refinitiv APIs. For very specific data content query like this one, the best and speediest way to receive an answer is to open a content-related inquiry via My.Refinitiv.com or to call the Refinitiv Help Desk directly.

guillaume.lefur

Thanks for your help. Unfortunately TR.PriceMainIndexRIC does not return the underlying index for ETF. For example for the ETF AOK.N the underlying index is .SPTGCUT and TR.PriceMainIndexRIC return .SPX