Issue with resolve_chain Returning Malformed RICs for Heating Oil Futures

Siva

Hello All,

I'm using the TRTH API "Search/HistoricalChainResolution" to retrieve resolved RICs for the Heating Oil futures chain (0#HO-1M:). However, I'm noticing that the resolved RICs sometimes appear incorrectly formatted.

Query Details:

• Chain RIC: 0#HO-1M:
• Start Time: datetime(1996, 1, 1, 0, 0, 0, 0, tzinfo=None)
• End Time: datetime.now()
• Issue: Instead of returning expected RICs like HOU7-V7, the API is returning malformed RICs such as HOU7-HOV7.

Questions:

1. Why is the API returning incorrect RIC formats for this chain?
2. Have there been any changes in the way Heating Oil futures chains were structured historically that could explain this behavior?
3. Is there a recommended way to ensure correct resolution of RICs for historical futures data?

Any insights would be appreciated!

Jirapongse

@Siva

Thank you for reaching out to us.

I used the Historical Search on the DSS Web GUI to resolve the 0#HO-1M: chain RIC.

The results don't have the HOU7-HOV7 RIC.

To verify the retrieved data, please contact the Tick History support team directly via MyAccount.

Siva

Yes there are many that confirm to the contracts name but few aren't, Below is the response to the above said api and you could see there are few wrongly formed contracts.

For Eg: "HOU4-HOV4", "HOU5-HOV5", "HOU6-HOV6", "HOU7-HOV7",

["HGF7-G7", "HGF8-G8", "HGG7-H7", "HGG8-H8", "HGH0-K0", "HGH1-K1", "HGH7-J7", "HGH8-J8", "HGJ7-K7", "HGJ8-K8", "HGK0-N0", "HGK1-N1", "HGK7-M7", "HGK8-M8", "HGK9-N9", "HGM7-N7", "HGM8-N8", "HGN0-U0", "HGN1-U1", "HGN7-Q7", "HGN8-Q8", "HGN9-U9", "HGQ7-U7", "HGQ8-U8", "HGU7-V7", "HGU8-V8", "HGV7-X7", "HGV8-X8", "HGX7-Z7", "HGX8-Z8", "HGZ7-F8", "HOF0-G0", "HOF1-G1", "HOF2-G2", "HOF24-G24", "HOF25-G25", "HOF26-G26", "HOF27-G27", "HOF27-H27", "HOF28-G28", "HOF3-G3", "HOF4-G4", "HOF4-HOG4", "HOF5-HOG5", "HOF6-HOG6", "HOF7-HOG7", "HOF8-G8", "HOF9-G9", "HOG0-H0", "HOG1-H1", "HOG2-H2", "HOG24-H24", "HOG25-H25", "HOG26-H26", "HOG27-H27", "HOG28-H28", "HOG3-H3", "HOG4-H4", "HOG4-HOH4", "HOG5-HOH5", "HOG6-HOH6", "HOG7-HOH7", "HOG8-H8", "HOG9-H9", "HOH0-J0", "HOH1-J1", "HOH2-J2", "HOH24-J24", "HOH25-J25", "HOH26-J26", "HOH27-J27", "HOH28-J28", "HOH3-J3", "HOH4-HOJ4", "HOH4-J4", "HOH5-HOJ5", "HOH6-HOJ6", "HOH7-HOJ7", "HOH8-J8", "HOH9-J9", "HOJ0-K0", "HOJ1-K1", "HOJ2-K2", "HOJ24-K24", "HOJ25-K25", "HOJ26-K26", "HOJ27-K27", "HOJ28-K28", "HOJ3-K3", "HOJ4-HOK4", "HOJ4-K4", "HOJ5-HOK5", "HOJ6-HOK6", "HOJ7-HOK7", "HOJ8-K8", "HOJ9-K9", "HOK0-M0", "HOK1-M1", "HOK2-M2", "HOK24-M24", "HOK25-M25", "HOK26-M26", "HOK27-M27", "HOK28-M28", "HOK3-M3", "HOK4-HOM4", "HOK4-M4", "HOK5-HOM5", "HOK6-HOM6", "HOK7-HOM7", "HOK8-M8", "HOK9-M9", "HOM0-N0", "HOM1-N1", "HOM2-N2", "HOM24-N24", "HOM25-N25", "HOM26-N26", "HOM27-N27", "HOM28-N28", "HOM3-N3", "HOM4-HON4", "HOM4-N4", "HOM5-HON5", "HOM6-HON6", "HOM7-HON7", "HOM8-N8", "HOM9-N9", "HON0-Q0", "HON1-Q1", "HON2-Q2", "HON24-Q24", "HON25-Q25", "HON26-Q26", "HON27-Q27", "HON28-Q28", "HON3-Q3", "HON4-HOQ4", "HON4-Q4", "HON5-HOQ5", "HON6-HOQ6", "HON7-HOQ7", "HON8-Q8", "HON9-Q0", "HON9-Q9", "HOQ0-U0", "HOQ0-U9", "HOQ1-U1", "HOQ2-U2", "HOQ24-U24", "HOQ25-U25", "HOQ26-U26", "HOQ27-U27", "HOQ28-U28", "HOQ3-U3", "HOQ4-HOU4", "HOQ5-HOU5", "HOQ6-HOU6", "HOQ7-HOU7", "HOQ8-U8", "HOQ9-U9", "HOU0-V0", "HOU1-V1", "HOU2-V2", "HOU24-V24", "HOU25-V25", "HOU26-V26", "HOU27-V27", "HOU28-V28", "HOU3-V3", "HOU4-HOV4", "HOU5-HOV5", "HOU6-HOV6", "HOU7-HOV7", "HOU8-V8", "HOU9-V9", "HOV0-X0", "HOV1-X1", "HOV2-X2", "HOV24-X24", "HOV25-X25", "HOV26-X26", "HOV27-X27", "HOV28-X28", "HOV3-X3", "HOV4-HOX4", "HOV5-HOX5", "HOV6-HOX6", "HOV7-HOX7", "HOV8-X8", "HOV9-X9", "HOX0-Z0", "HOX1-Z1", "HOX2-Z2", "HOX24-Z24", "HOX25-Z25", "HOX26-Z26", "HOX27-Z27", "HOX28-Z28", "HOX3-Z3", "HOX4-HOZ4", "HOX5-HOZ5", "HOX6-HOZ6", "HOX7-HOZ7", "HOX8-Z8", "HOX9-Z9", "HOZ0-F1", "HOZ1-F2", "HOZ1-F2\ufffd\ufffde", "HOZ2-F3", "HOZ2-F3\ufffd\ufffde", "HOZ24-F2", "HOZ24-F25", "HOZ25-F26", "HOZ26-F27", "HOZ26-G27", "HOZ27-F28", "HOZ28-F29", "HOZ3-F24", "HOZ3-F4", "HOZ4-HOF5", "HOZ5-HOF6", "HOZ6-HOF7", "HOZ7-HOF8", "HOZ8-F9", "HOZ9-F0"]

Siva

yes there are many correctly formed contracts but there are also wrongly formed ones, below is the list of resolved rics for the above api call. Marked the ones wrongly formed in bold.

["HGF7-G7", "HGF8-G8", "HGG7-H7", "HGG8-H8", "HGH0-K0", "HGH1-K1", "HGH7-J7", "HGH8-J8", "HGJ7-K7", "HGJ8-K8", "HGK0-N0", "HGK1-N1", "HGK7-M7", "HGK8-M8", "HGK9-N9", "HGM7-N7", "HGM8-N8", "HGN0-U0", "HGN1-U1", "HGN7-Q7", "HGN8-Q8", "HGN9-U9", "HGQ7-U7", "HGQ8-U8", "HGU7-V7", "HGU8-V8", "HGV7-X7", "HGV8-X8", "HGX7-Z7", "HGX8-Z8", "HGZ7-F8", "HOF0-G0", "HOF1-G1", "HOF2-G2", "HOF24-G24", "HOF25-G25", "HOF26-G26", "HOF27-G27", "HOF27-H27", "HOF28-G28", "HOF3-G3", "HOF4-G4",

"HOF4-HOG4", "HOF5-HOG5", "HOF6-HOG6", "HOF7-HOG7"

, "HOF8-G8", "HOF9-G9", "HOG0-H0", "HOG1-H1", "HOG2-H2", "HOG24-H24", "HOG25-H25", "HOG26-H26", "HOG27-H27", "HOG28-H28", "HOG3-H3", "HOG4-H4",

"HOG4-HOH4", "HOG5-HOH5", "HOG6-HOH6", "HOG7-HOH7"

, "HOG8-H8", "HOG9-H9", "HOH0-J0", "HOH1-J1", "HOH2-J2", "HOH24-J24", "HOH25-J25", "HOH26-J26", "HOH27-J27", "HOH28-J28", "HOH3-J3",

"HOH4-HOJ4", "HOH4-J4", "HOH5-HOJ5", "HOH6-HOJ6", "HOH7-HOJ7"

, "HOH8-J8", "HOH9-J9", "HOJ0-K0", "HOJ1-K1", "HOJ2-K2", "HOJ24-K24", "HOJ25-K25", "HOJ26-K26", "HOJ27-K27", "HOJ28-K28", "HOJ3-K3",

"HOJ4-HOK4", "HOJ4-K4", "HOJ5-HOK5", "HOJ6-HOK6", "HOJ7-HOK7"

, "HOJ8-K8", "HOJ9-K9", "HOK0-M0", "HOK1-M1", "HOK2-M2", "HOK24-M24", "HOK25-M25", "HOK26-M26", "HOK27-M27", "HOK28-M28", "HOK3-M3",

"HOK4-HOM4",

"HOK4-M4", "HOK5-HOM5", "HOK6-HOM6", "HOK7-HOM7", "HOK8-M8", "HOK9-M9", "HOM0-N0", "HOM1-N1", "HOM2-N2", "HOM24-N24", "HOM25-N25", "HOM26-N26", "HOM27-N27", "HOM28-N28", "HOM3-N3",

"HOM4-HON4", "HOM4-N4", "HOM5-HON5", "HOM6-HON6", "HOM7-HON7

", "HOM8-N8", "HOM9-N9", "HON0-Q0", "HON1-Q1", "HON2-Q2", "HON24-Q24", "HON25-Q25", "HON26-Q26", "HON27-Q27", "HON28-Q28", "HON3-Q3", "HON4-HOQ4", "HON4-Q4", "HON5-HOQ5", "HON6-HOQ6", "HON7-HOQ7", "HON8-Q8", "HON9-Q0", "HON9-Q9", "HOQ0-U0", "HOQ0-U9", "HOQ1-U1", "HOQ2-U2", "HOQ24-U24", "HOQ25-U25", "HOQ26-U26", "HOQ27-U27", "HOQ28-U28", "HOQ3-U3",

"HOQ4-HOU4", "HOQ5-HOU5", "HOQ6-HOU6", "HOQ7-HOU7"

, "HOQ8-U8", "HOQ9-U9", "HOU0-V0", "HOU1-V1", "HOU2-V2", "HOU24-V24", "HOU25-V25", "HOU26-V26", "HOU27-V27", "HOU28-V28", "HOU3-V3",

"HOU4-HOV4", "HOU5-HOV5", "HOU6-HOV6", "HOU7-HOV7"

, "HOU8-V8", "HOU9-V9", "HOV0-X0", "HOV1-X1", "HOV2-X2", "HOV24-X24", "HOV25-X25", "HOV26-X26", "HOV27-X27", "HOV28-X28", "HOV3-X3",

"HOV4-HOX4", "HOV5-HOX5", "HOV6-HOX6", "HOV7-HOX7"

, "HOV8-X8", "HOV9-X9", "HOX0-Z0", "HOX1-Z1", "HOX2-Z2", "HOX24-Z24", "HOX25-Z25", "HOX26-Z26", "HOX27-Z27", "HOX28-Z28", "HOX3-Z3", "HOX4-HOZ4", "HOX5-HOZ5", "HOX6-HOZ6", "HOX7-HOZ7", "HOX8-Z8", "HOX9-Z9", "HOZ0-F1", "HOZ1-F2", "HOZ1-F2\ufffd\ufffde", "HOZ2-F3", "HOZ2-F3\ufffd\ufffde", "HOZ24-F2", "HOZ24-F25", "HOZ25-F26", "HOZ26-F27", "HOZ26-G27", "HOZ27-F28", "HOZ28-F29", "HOZ3-F24", "HOZ3-F4",

"HOZ4-HOF5", "HOZ5-HOF6", "HOZ6-HOF7", "HOZ7-HOF8"

, "HOZ8-F9", "HOZ9-F0"]

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/124313#Comment_124313

@Siva

Please contact the Tick History support team directly via MyAccount to verify those RICs.