Search for options RIC using ticker

vvyas
vvyas Newcomer
in DSS

Hi,

I would like to search for Options RIC from DSS Rest Api if I have following tickers:

‘ATVI
US 01/20/17 C38 Equity’

Where
ATVI is ticker, US is Exchange, 01/20/17 is Expiration date, C38 is CALL and
strike price, Equity is the Asset type.

Some similar tickers are as follows:

AMBA
US 12/18/15 P60 Equity

CAR
US 08/18/17 P21 Equity

DIS
US 11/06/15 C115 Equity

Following
is the code I am using to fetch RIC:

var results = searchContext.FuturesAndOptionsSearch(

FuturesAndOptionsSearchRequest.Create(

null, //Futures and Options
Type

PutCall.Call, //Put Call

null, //File Codes

null, //Underlying RIC

null, //Excersize Style

null, //Currency Code

null, //Description

null, //Exchange Codes:

null, //Strike Price

null, //Expiration Date

null, //Status

IdentifierType.Ric,

"ATVI*",

IdentifierType.Ric));

Thanks,

Vedang Vyas

Tagged:

Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    @vvyas, this C# will work for ATVI, and shows how to set the strike price and expiry date:

    DateTimeOffset expiryDate = DateTimeOffset.Parse("2017-01-20T00:00:00.000Z");
    var results = searchContext.FuturesAndOptionsSearch(
      FuturesAndOptionsSearchRequest.Create(
        null, //Futures and Options Type
        PutCall.Call, //Put Call
        null, //File Codes
        null, //Underlying RIC
        null, //Excersize Style
        null, //Currency Code
        null, //Description
        null, //Exchange Codes:
        NumericValueComparison.CreateNumericValueComparison(ComparisonOperator.Equals, 38),  //Strike Price
        DateValueComparison.CreateDateValueComparison(ComparisonOperator.GreaterThanEquals, expiryDate),  //Expiration Date
        FuturesAndOptionsStatus.Active,  //Asset status
        IdentifierType.Ric,
        "ATVI*",
        IdentifierType.Ric));

    We also have a C# sample code under the downloads tab and a tutorial on this particular search.

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