Could you help adjust API request as if it works similarly as DSS search?

How could I adjust the API code (in API search DSS) by adding there underlying ric search and removing the neccessity of inserting regular RIC (Ric of the asset and not of the underlying one)?

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @zakirov.azat0

    It looks like to be a bug in the SDK. I will contact the development team to verify it.

    The temporary workaround is increasing the max page size so all instruments are returned on a single page. For example:

    SearchContext.Preferences.MaxPageSize = 100000;

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @susskaya.anita

    Please explain more about the problem. There are different kinds of searches in DSS. What kind of DSS search are you using?

    image

  • I am interested in Futures&Options and its replication in the API system.
  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @susskaya.anita

    You can specify the "UnderlyingRic" property in the request message, as shown below. The endpoint is /Search/FuturesAndOptionsSearch.

    {
        "SearchRequest": {
            "FileCodes": null,
            "CurrencyCodes": null,
            "ExchangeCodes": null,
            "StrikePrice": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
                "From": 85,
                "To": 88
            },
            "ExpirationDate": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Search.DateValueComparison",
                "ComparisonOperator": "GreaterThanEquals",
                "Value": "2016-12-31T00:00:00.000Z"
            },
            "IdentifierType": "Ric",
            "Identifier": "ED*",
            "PreferredIdentifierType": "Ric",
            "UnderlyingRic": "ED"
        }
    }

    You can refer to the DSS REST API Reference Tree for more information.

  • imageThank you for the comment. However, when we tried this we faced with an error. The query returns only 250 rows, it is not clear how to get others.