Cannot replicate Datascope output in TRTH API

jwaldron

I am trying to locate Comex Copper Option information (Ric root is HG). In Datascope, I get the following after searching broadly...

but when I try to follow the tutorial example, and submit the following request, it returns nothing..

requestUrl = "https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/FuturesAndOptionsSearch"

requestHeaders={
    "Prefer":"respond-async",
    "Content-Type":"application/json", 
    "Authorization": "token " + token
}
requestBody={
  "SearchRequest": {
    "AssetStatus": "Active",
    "FileCodes": None,
    "CurrencyCodes": None,
    "ExchangeCodes": None,
    "FuturesAndOptionsType": "Options",
    "IdentifierType": "Ric",
    "Identifier": "HG*",
    "PreferredIdentifierType": "Ric",
    "UnderlyingRic": "HG"
  }
}

I have also supplied the exact identifer per the Datascope output, but also nothing.. I'm at a loss...

Thanks for any help.

veerapath.rungruengrayubkul

Hi @jwaldron,

The search function in the Web UI you provided should be similar to the InstrumentSearch in DSS REST API. I am able to get the same results with the following request.

POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/InstrumentSearch
{
  "SearchRequest": {
    "InstrumentTypeGroups": [
      "FuturesAndOptions"
    ],
    "IdentifierType": "Ric",
    "Identifier": "HG100*",
    "PreferredIdentifierType": "Ric"
  }
}

For FuturesAndOptionsSearch in REST API should be similar to Futures & Options Search in the following Web UI.

jwaldron

Thank you very much, that is extremely helpful.. would you be able to show me as well how to achieve that via the FuturesAndOptionsSearch, as in many cases I may need to locate specific options, i.e. by Strike and/or ExpiryDate, and I don't want to have to go to the Web UI every time to lead me to the identifier.., and if I do "HG*" in the Identifier, it returns 250 items, which is probably the max, and may not include the one I actually want, so I need to be able to drill down a bit.

jwaldron

I figured it out.... the issue was the "FuturesAndOptionsType" is called "FuturesonOptions", which is somewhat strange, since it's actually the opposite, it's an Option on a Future... but whatever....