I am trying to map Bloomberg ticker into Reuters one. For example this one: EDZ3C 96.625 COMDT

Few years ago aforementioned BBG ticker would be mapped to Reuters RIC: GE96625L3

This can be decoded as:

  • GE: code for Globex Exchange
  • 96625: the strike 96.625
  • L: calculated based on rule: A-L (call) and M-X (put) where A, M=Jan; B, N=Feb; ….; L, X=Dec, meaning that our option has:
    • Expiry: December
    • Type: Call
  • 3: Expiry year (2023)

How do I find Reuters RIC pattern nowadays? This is a question about listed options data.

  • $\begingroup$ It's not Reuters anymore :) it got spun off to Refinitive, then LSE bought Refinitive.. as of this writing no one bought LSE. Anyway this page developers.refinitiv.com/datascope-select-dss/… suggests that you should use the API (passing underlying RIC, strike, and expiry) to search for the listed option's RIC, and not assume a pattern and not construct it yourself. $\endgroup$ – Dimitri Vulis Oct 14 '19 at 12:46

Is this a generic question or specific to Eurodollar options?

And I note that "Z3" will now return Dec '23, not Dec '13.

| improve this answer | |
  • $\begingroup$ right, Z3 would be Dec '23 nowadays. It is specific to Eurodollar. $\endgroup$ – kcaJ Oct 14 '19 at 6:45
  • $\begingroup$ The month code Z is not specific to Eurodollars nor is the 2023 expiration (e.g. dividend futures or crude oil futures, to name just two, extend out that far). $\endgroup$ – user42108 Oct 31 '19 at 19:31
  • $\begingroup$ The 3 is not totally generic, some underlyings (ie natgas) use 2 digit year codes, on both bbg and reuters. Though be advised that the spreads in bbg switch back to single digits (they don't on reuters though). $\endgroup$ – will Nov 15 '19 at 23:15

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