We are using the FuturesAndOptionsSearch to match instruments we get form a client to that of the Refinitiv symbol. We have an issue with some of the CME FX Options for the following RicRoots EUU,GBU,JPU,CAU.
We know that Refinitiv apply a Strike Price Multiplier to these instruments and this information can be gathered from the Terms and Conditions Report. In order to run a Terms and Condintions report we must first know which RIC to use, but as the client sends the strike price as per the exchange it doesn't match what Refinitiv is expecting
Clients sends this with the Strike Price of '1.105'
{
"SearchRequest":{
"StrikePrice":{
"@odata.type":"#DataScope.Select.Api.Search.NumericValueComparison",
"Value":"1105"
},
"PutCall":"Put",
"ExpirationDate":{
"@odata.type":"#DataScope.Select.Api.Search.DateRangeComparison",
"From":"2022-12-21T00:00:00.000Z",
"To":"2023-02-28T00:00:00.000Z"
},
"IdentifierType":"RICRoot",
"Identifier":"EUU",
"PreferredIdentifierType":"Ric",
"FuturesAndOptionsType":null
}
}
Nothing gets returned as Refinitiv have the Strike Price with Multiplier as '1105'
{
"SearchRequest":{
"StrikePrice":{
"@odata.type":"#DataScope.Select.Api.Search.NumericValueComparison",
"Value":"1105"
},
"PutCall":"Put",
"ExpirationDate":{
"@odata.type":"#DataScope.Select.Api.Search.DateRangeComparison",
"From":"2022-12-21T00:00:00.000Z",
"To":"2023-02-28T00:00:00.000Z"
},
"IdentifierType":"RICRoot",
"Identifier":"EUU",
"PreferredIdentifierType":"Ric",
"FuturesAndOptionsType":null
}
}
Is there any way of getting the SPM information before the Terms and Conditions?
