It's perhaps referring to the Code of Conduct for Federal Judges, which nominally doesn't include SCOTUS. As a 2016 article relates:
The code is published and updated by the Judicial Conference of the United States, the national policy-making office of the federal court system. The Chief Justice of the United States, John G. Roberts, Jr., presides over the conference. Its members include the chief judges of every federal circuit court, and other federal judges.
The conference worked with the American Bar Association on the code and it adopted the current Code of Conduct in 1973 when it was proposed by Chief Justice Warren Burger. The code has been revised eight times since 1973.
The full federal code applies to “United States circuit judges, district judges, Court of International Trade judges, Court of Federal Claims judges, bankruptcy judges, and magistrate judges.” It doesn’t apply to the Justices of the Supreme Court. (States have their own codes based on ABA guidelines.)
[...] Supreme Court Justices aren’t required to observe the code. According to the Constitution, they serve as long as they exhibit “good behavior,” or face possible impeachment and removal for “treason, bribery, or other high crimes and misdemeanors."
Also, various Supreme justices have commented that Congress could not subject them to such a code. For instance Roberts said that because the Constitution establishes the Supreme Court, but the rest of the courts are established by regular legislation, that applies to ethics codes too:
In 2011, Chief Justice Roberts made it clear in his end-of-year report that he believed Congress didn’t have the constitutional power to impose conduct rules on the Supreme Court.
“The Code of Conduct, by its express terms, applies only to lower federal court judges. That reflects a fundamental difference between the Supreme Court and the other federal courts,” Roberts said. “Article III of the Constitution creates only one court, the Supreme Court of the United States, but it empowers Congress to establish additional lower federal courts that the Framers knew the country would need. Congress instituted the Judicial Conference for the benefit of the courts it had created. Because the Judicial Conference is an instrument for the management of the lower federal courts, its committees have no mandate to prescribe rules or standards for any other body.”
Other Justices have talked about conduct codes in congressional testimony. Justices Antonin Scalia and Stephen Breyer made a rare Senate Judiciary Committee appearance in 2011, where the code of conduct was raised as an issue.
Breyer said when there was an ethics question he couldn’t resolve about his participation in a case, he “called an ethics professor.” Breyer also pointed out that unlike the lower federal courts, there wasn’t another judge to bring onto the Supreme Court to take his place and he had a “duty to sit.”
There is an impeachment process for removing Supreme justices though... where ironically Congress could mostly make up the rules as it goes, from case to case.