FuturesAndOptionsSearch - Results are not consistent

dilan.cse

I see an inconsistency in the results returned by DSS REST FuturesAndOptionsSearch API when requests are made using different parameters. Below is the scenario.

1) Search by limiting the results using a small range for Strike price

{
"SearchRequest": {
"StrikePrice": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
"From": 110,
"To": 120
},
"ExpirationDate": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.DateRangeComparison",
"From": "2020-05-01T00:00:00.000Z",
"To": "2020-05-31T00:00:00.000Z"
},
"AssetStatus": "Active",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": "AAPL.O"
}
}

for above query I got 8 matches.

2) Search by using a wide range for Strike Price

{
"SearchRequest": {
"StrikePrice": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
"From": 1,
"To": 999
},
"ExpirationDate": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.DateRangeComparison",
"From": "2020-05-01T00:00:00.000Z",
"To": "2020-05-31T00:00:00.000Z"
},
"AssetStatus": "Active",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": "AAPL.O"
}
}

for above i got 672 results. But only one result from the first search (step 1) was included in this result set. But theoretically all the results from the first search should be included in the results of this search.

Please help me to identify the reason for this discrepancy.

veerapath.rungruengrayubkul

Hi @dilan.cse,

The DSS 14.0 version has been released. I have tried to replicate this issue again on the new version and found that the issue has been fixed. If you still see the issue, please let me know.

veerapath.rungruengrayubkul

Hi @dilan.cse,

Could you try adding the "Prefer": "respond-async;odata.maxpagesize=1000" in the header of the request. I am able to get all 8 RICs matched.

But with default page size (250), some RICs are missing. I will contact DSS support to verify the issue.

dilan.cse

Hi veerapath.rungruengrayubkul,

Thank you. It works when the page size increases.

But when the results are split across multiple pages issue exists.