Segregating Futures and Options while expanding chain of chain

Aishwarya.s1
Aishwarya.s1 Newcomer
in TRTH

Hi,

While expanding Chain of chains in datascope (say 1TY+:) it includes all
options as well as futures. Is there a way to exclude futures from this ric
chain or shall we just use this ric chain i.e. 1TY+: to cover both futures and
options for 1TY contract.

Thanks

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    When expanding a chain, DSS will return all RICs in that chain. It doesn't have an option to filter RICs according to instrument types.

    To do this, you can use Historical Criteria Search instead. In this search, you can specify the required RICs by using a "Equals", "Contains", "Starts With", or "Ends With" condition. Then, you can specify other criteria, such as Instrument Types, and Expiry Date. For example, you can select (Treasury Debt) Futures Option to get only options.

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    For more information, you can directly contact TRTH support team via Contact Us.

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