RIC on expired futures option

jbs

How can I get the RIC for expired SOFR Futures options?

In order to get the (currently active) SOFR futures call option with strike 99 and expiry in March 2023 I use the RIC "SRA99C3":

ek.get_timeseries("SRA99C3", interval='daily', start_date='2020-01-01', end_date='2022-10-25')

However, for the identical but expired 2022 option I have tried the Eikon "get_timeseries" Python API with the following RICs "SRA99C2^2", "SRA99C2^20", "SRA99C2^C2" , and "SRA99C2^C20" all with no luck.

aramyan.h

Dear @jbs ,

Thank you for your question. From the RICs you have tried, I can see you know the logic of RIC reconstruction rules which is the "^" sign + expiry month code + expiry year. However in your examples you are using ^C20, which would indicate expiration for 2020. As there is no such RIC, perhaps because of incorrect strike price, you are not getting a valid results.

The correct RIC seems to be SRA99C2^C22 (indicating expiration in 2022) which returns the following df.

Hope this was helpful!

Best regards,

Haykaz

jbs

Ah, yes of course. Thank you very much for the quick response. It helped a lot.