Issue Retrieving ODAX via Symbology API – FDAX Works, ODAX Times Out

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yad
yad Newcomer

Hello!

I'm working with the LSEG Symbology API and running into an issue when trying to resolve the ODAX instrument using the ExchangeTicker identifier type. The same approach works fine for FDAX, but with ODAX, the request times out.

Here's a simplified version of the request body I'm using:

var requestBody = new
{
from = new[]
{
new
{
identifierTypes = new[] { "ExchangeTicker" },
values = new[] { instrumentCode }
}
},
to = new[]
{
new
{
identifierTypes = new[] { "RIC" }
}
},
type = "auto",
reference = new[] { "name", "status", "PermID" },
filter = new { status = "active" }
};

The instrumentCode is dynamically passed in, e.g., "FDAX" works perfectly, but "ODAX" causes the request to time out.

Am I missing something specific about how options like ODAX should be structured in the Symbology API? Is there a limitation in resolving option instruments this way, or does it require a different identifier type or additional metadata?

Any insights or examples would be greatly appreciated.

Thanks!

Answers

  • Hello @yad

    I tried your query directly on the API Playground and observe the same behavior. Looking at the samples provided for the Symbology lookup, it appears that your query is too broad. You will need to narrow down the scope using constrains in the "to" query.

    You can see some of the examples for this in the Search article. If you still need help formulating the search query, please reach out to the data content experts at LSEG MyAccount.

    The API playground also has a reference guide which shows how to navigate the relationship from an entity to another.

    image.png
  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @yad

    You may try the Search API (/discovery/search/v1/) instead. The request message will look like this:

    {
    "View": "SearchAll",
    "Filter": "TickerSymbol eq 'ODAX' and AssetStateName eq 'Active'",
    "Top": 10000
    }

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