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dilan.cse avatar image
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What is the logic for generating the RIC from the description for exchange OPR?

I'm using DSS API for searching option symbols for OPR exchange.

I'm getting results such as

{

"Identifier": "SPXx182015000.U",

"IdentifierType": "Ric",

"Source": "OPQ",

"Key": "VjF8MHgwMDEwMGIwMDFhYWM1MjY4fDB4MDAxMDBiMDAxNjhlZTk4ZnxPUFF8RFZRVXxERVJWfE9QVHxEfHxTUFh4MTgyMDE1MDAwLlV8NzE1NA",

"Description": "SPX Dec0 1500.0P",

"InstrumentType": "DerivativeQuote",

"Status": "Valid",

"ExchangeCode": "OPQ",

"CurrencyCode": "USD",

"FuturesAndOptionsType": "Options",

"PutCallCode": "Put",

"ExpirationDate": "2020-12-18T00:00:00.000Z",

"StrikePrice": 1500,

"AssetStatus": "Active"

}


{

"Identifier": "FISVM152111000.U",

"IdentifierType": "Ric",

"Source": "OPQ",

"Key": "VjF8MHgwMDEwMGIwMDFkMWY2YTU4fDB4MDAxMDBiMDAxZDFmM2ZkYnxPUFF8RFZRVXxERVJWfE9QVHxEfHxGSVNWTTE1MjExMTAwMC5VfDcxNDY",

"Description": "FISV Jan1 110.0P",

"InstrumentType": "DerivativeQuote",

"Status": "Valid",

"ExchangeCode": "OPQ",

"CurrencyCode": "USD",

"FuturesAndOptionsType": "Options",

"PutCallCode": "Put",

"ExpirationDate": "2021-01-15T00:00:00.000Z",

"StrikePrice": 110,

"AssetStatus": "Active"

}



I want to get a generic logic so that i can get the RIC from the "Description" of the above result.

Is there any such logic?



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1 Answer

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veerapath.rungruengrayubkul avatar image
11.3k ●25 ●8 ●13

Hi @dilan.cse,

Do you mean the logic to construct the Options RIC?

You can refer to the <RULES7> RIC as follows.

List of Month Codes


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dilan.cse avatar image dilan.cse

Hi @veerapath.rungruengrayubkul,

Thanks.

What will happen if the strike price is higher than 4 digits. For example 11000 or 100,000? Then how can we incorporate this to RIC?

veerapath.rungruengrayubkul avatar image veerapath.rungruengrayubkul dilan.cse

Hi @dilan.cse,

I have found the following information related to your questions.

For Strike Price > 0 to < 1000 – 3 Characters for Integer Part of the Strike and 2 Characters for Decimal Portion of the Strike
For Strike Price >= 1000 to < 10000 – 4 Characters for Integer Part of the Strike and 1 Character for Decimal Portion of the Strike
For Strike Price >= 10000 to < 100000 – First Character of the Strike Portion would be an Alphabet “A” to “I” followed by the last four characters of the Strike Price (excluding the decimals if any).
Alphabet “A” will be used For Strikes >= 10000 and < 20000
Alphabet “B” will be used For Strikes >= 20000 and < 30000
Alphabet “C” will be used for Strikes >= 30000 and < 40000
.
.
Alphabet “I” will be used for Strikes >= 90000 and < 100000

Also, we have added the 10000 stirke on the database: NDXl1721A0000.U

Anyway, as I'm not content expert, please contact Content support to confirm this information via MyRefinitiv.

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