Getting data of only few monthly futures contracts RICS from REST API

pj4
pj4 Explorer

I am using REST API to get data of futures contracts from Tick History Raw Template for a list of instruments. I create the list of RICs of every instrument for all possible monthly contracts which covers all monthly contracts across decades (so i create 120 rics = 10 years *12 months). Issue: For some instruments, i just get the data of contracts for which RIC ends with "0" (For Ex - able to get data of "FSSF0" but not FSSF1 or FSSF2 or FSSH1, etc.). Field used is FID 70 (settlement price). However, when i try to download the same data from Datascope Select (TRTH V2) portal, i get the data for the contracts. Anyone having any idea why it is so?

Best Answer

  • pj4
    pj4 Explorer
    Answer ✓

    @Christiaan: Actually i just got the issue with the code that i was using, it was failing to create a list of all 120 RICS in some cases (that was not handled properly). So, now it is sorted now.

    Thanks for looking into this.

Answers

  • @pj4, could you please explain in more detail how exactly you retrieve the data in both cases ?

    • For the GUI, a few screenshots illustrating the query would be great.
    • For the API, ideally the endpoint and body of the data request.

    If you could also give us an example of an instrument (and corresponding request date range combination) that deliver different results between the GUI and API, that would be really helpful for us to investigate and explain the differences you observe.

  • https://community.developers.refinitiv.com/discussion/comment/28887#Comment_28887

    @pj4, I'm glad you found the source of the issue, and thanks for letting us know. Have a great day.

Welcome!

It looks like you're new here. Sign in or register to get started.

Welcome!

It looks like you're new here. Sign in or register to get started.