RIC related questions for Codebook

Question

I have a few questions regarding how Workspace handles historical data:

1. RIC History: If an instrument's current RIC is "Z" but it was previously "Y", does retrieving historical prices for RIC "Z" automatically include the data from the period when it was "Y" without indicating the change? Could you confirm this behavior?

2. Historical Identifiers: For database reconciliation purposes, I need to know the specific RIC or ticker for each instrument in the past. How can I retrieve this? Is there a unique Refinitiv identifier for an instrument that remains constant regardless of RIC changes, and that could give me RIC day by day ?

3. Index Composition: When retrieving the constituents of an index for a past date, does the API return the RIC as it was at that specific time, or does it return the current RIC for the instruments that were in the index then?

ujjawal_khandelwal · Answer

@MarcinMyszka26,

I got things clarified and below is my answer to your questions:

2) The historical RICs for an instrument can be found using two approaches as shown below. While RICs can change over time, PermIDs (using the Organization Perm ID) remain constant and are recommended for tracking instruments across such changes.

I am using Meta as an example, which was previously FB.

import lseg.data as ld
ld.open_session()

ld.get_data(
    universe=['Meta.o'],
    fields=['TR.RIC'],
    parameters={'SDate':'1950-01-01', 'EDate':'2026-06-30'}  # start and end date are my choice - random
)

output:

Instrument

RIC

0

Meta.o

FB

1

Meta.o

FB.O

2

Meta.o

META.O

ld.get_history(
    universe=['4297297477'], # organization Perm ID of META
    fields=['TR.RIC'],
    start='1950-01-01',
    end='2026-06-30'
)

output:

4297297477

RIC

Date

2012-02-03

FB.N

2012-04-10

FB.OQ

2022-06-09

META.OQ

Here:

* RIC = can change over time 
* PermID = stable identifier (recommended for reconciliation) 
* Using get_history with PermID gives you time-aligned RIC

—————————————————————————————————————————1) Yes, this is generally correct.

If an instrument's RIC changes from Y to Z, then retrieving historical data using the current RIC (Z) will typically return a continuous time series including the period when it was identified as Y.

For example,

when requesting data for META.O, the system will return data from when the instrument was FB as well, without explicitly showing the RIC change in the price series. However, this behavior depends on the type of corporate action:

* For simple cases (name change, rebranding): history is continuous 
* For complex events (mergers, spin-offs): behaviour may differ and should be validated with content specialists

—————————————————————————————————————————

3) Index Composition (historical behaviour):

When retrieving index constituents for a past date, the API returns: * Constituents as of that specific date 
* RICs as they existed at that point in time (Point-in-Time accurate)

It does NOT return current RICs retroactively - except for delisted/expired RICs.

Note: Delisted/expired RICs when looked back in history will be in the current expired format. E.g., MRW.L^J21 which denotes it was expired in Oct 2021 (J denoted oct).

The following code can be used to retrieve the constituents on a particular date in history:

ld.get_data(

    universe=['.FTSE'], # if you use  a chain (starts with 0#) then use TR.RIC as the field below. 

    fields=['TR.IndexConstituentRIC','TR.IndexConstituentName'],

    parameters={'SDate':'2020-01-01','EDate':'2020-01-01'} # change dates as per your need

)

To check who joined or left the index, the following code can be used:

ld.get_data(

    universe=['.FTSE'],

    fields=["TR.IndexJLConstituentRIC","TR.IndexJLConstituentituentChange","TR.IndexJLConstituentChangeDate"],

    parameters={'SDate':'2021-01-01','EDate':'2022-01-01'} # note: I have used a range 

)
ld.close_session()

Please let me know if this is helpful and answers the above questions.

Thank you : )

ujjawal_khandelwal · Answer

Hi @MarcinMyszka26,

I am waiting for some clarification on the index related question before I post an answer. Will do it by EOD.

Thanks for your patience.

Jirapongse · Answer

@MarcinMyszka26

The questions are content-related. Please contact the content support team directly to answer those questions.

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