DSS REST API Search FuturesAndOptionsSearch getting Gold composite weekly options expiries

una.keller

I want to get expiries for GC weekly options (specifically "0#GMW+", "0#GWW+" and "0#GCW+").

I usually use the datascope select search FuturesAndOptionsSearch rest api.

I use this to get expiries for Equity Options ("0#SPX*.U and "0#SPXW*.U") but it doesn't work for GC weekly options.

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "StrikePrice": null,
        "ExchangeCodes": ["CMX"],
        "ExpirationDate": null,
        "IdentifierType": "RICRoot",
        "Identifier": "GCW*",
        "AssetStatus": "Active",
        "FuturesAndOptionsType": "FuturesOnOptions"
    }
}

The response

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#Collection(DataScope.Select.Api.Search.FuturesAndOptionsSearchResult)",
    "value": []
}

What is the best way to get the expiries for these chainRICs? Why does the FuturesAndOptionsSearch work on some types of options and not others?

Working examples for 0#SPXW*.U

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "StrikePrice": null,
        "ExchangeCodes": ["OPQ"],
        "ExpirationDate": null,
        "IdentifierType": "RICRoot",
        "Identifier": "SPXW*",
        "AssetStatus": "Active",
        "FuturesAndOptionsType": "Options"
    }
}

Response:

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#Collection(DataScope.Select.Api.Search.FuturesAndOptionsSearchResult)",
    "value": [
        {
            "Identifier": "SPXWf302343500.U",
            "IdentifierType": "Ric",
            "Source": "OPQ",
            "Key": "VjF8MHgwMDEwMGIwMDJmOGMyMTNifDB4MDAxMDBiMDAyZjhiZTViOXxPUFF8RFZRVXxERVJWfE9QVHxEfHxTUFhXZjMwMjM0MzUwMC5VfDcxNjk",
            "Description": "SPXW JN3Q 4350C",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "OPQ",
            "CurrencyCode": "USD",
            "FuturesAndOptionsType": "Options",
            "PutCallCode": "Call",
            "ExpirationDate": "2023-06-30T00:00:00.000Z",
            "StrikePrice": 4350,
            "AssetStatus": "Active"
        },
        {
            "Identifier": "SPXWr302345000.U",
            "IdentifierType": "Ric",
            "Source": "OPQ",
            "Key": "VjF8MHgwMDEwMGIwMDJmOGMyMWEwfDB4MDAxMDBiMDAyZjhiZTY4YXxPUFF8RFZRVXxERVJWfE9QVHxEfHxTUFhXcjMwMjM0NTAwMC5VfDcxNjk",
            "Description": "SPXW JN3Q 4500P",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "OPQ",
            "CurrencyCode": "USD",
            "FuturesAndOptionsType": "Options",
            "PutCallCode": "Put",
            "ExpirationDate": "2023-06-30T00:00:00.000Z",
            "StrikePrice": 4500,
            "AssetStatus": "Active"
        },
...

raksina.samasiri

Hi @una.keller ,

I'm posting the resolution from the support ticket below as a reference

In the API query used the RIC root is incorrect; hence the response has no values extracted. Please find the below RIC roots respectively and the example API request with response attached.

Chain RIC RIC Root
0#GMW+ GM2W
0#GWW+ GW2W
0#GCW+ GC3W