Active vs. Inactive for FuturesAndOptionsSearch

jwaldron

If I specify the following request, I get a list of 32 items...

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": ["NYM"],
    "FuturesAndOptionsType": "FuturesOnOptions",
    "StrikePrice": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
      "From": 49.99,
      "To": 50.01
    },
    "ExpirationDate": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Search.DateRangeComparison",
      "From": "2020-01-01T00:00:00.000Z",
      "To": "2020-01-30T00:00:00.000Z"      
    },
    "PutCall": None,
    "PreferredIdentifierType": "Ric"
  }
} 

if I change 2 things... Change the AssetStatus to "Inactive", and move the dates back one year, I get nothing back? How can that be?

requestUrl = "https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/FuturesAndOptionsSearch"
requestHeaders={
    "Prefer":"respond-async",
    "Content-Type":"application/json", 
    "Authorization": "token " + token
}
requestBody={
  "SearchRequest": {
    "AssetStatus": "Inactive",
    "FileCodes": None,
    "CurrencyCodes": None,
    "ExchangeCodes": ["NYM"],
    "FuturesAndOptionsType": "FuturesOnOptions",
    "StrikePrice": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
      "From": 49.99,
      "To": 50.01
    },
    "ExpirationDate": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Search.DateRangeComparison",
      "From": "2019-01-01T00:00:00.000Z",
      "To": "2019-01-30T00:00:00.000Z"      
    },
    "PutCall": None,
    "PreferredIdentifierType": "Ric"
  }
} 

zoya faberov

Hello @jwaldron,

I believe you are searching for Futures and Options but instead of future, searching into past. I do not think "Inactive" will help you, as they are not just incative, they are historical.

Therefore, would make sense to search for Futures in the past using HistoricalCriteriaSearch, such as this example from API Reference Tree -Search :

{
    "Request": {
        "BondTypeCodes": null,
        "ContributorIds": null,
        "CountryCodes": null,
        "CurrencyCodes": null,
        "DomainCodes": null,
        "ExchangeCodes": null,
        "FutureMonthCodes": null,
        "InstrumentTypeCodes": null,
        "OptionMonthCodes": null,
        "OptionTypeCodes": null,
        "CouponRate": {
            "Min": 30
        },
        "StrikePrice": null,
        "ExpiryDate": null,
        "MaturityDate": {
            "Start": "2016-09-01T00:00:00.000Z",
            "End": "2016-09-30T23:59:59.000Z"
        },
        "Range": {
            "Start": "2015-09-30T00:00:00.000Z",
            "End": "2016-09-30T00:00:00.000Z"
        }
    }
}