Retrieving RIC Contract Year and Month

jacktan

Hello,

I was wondering if there are "ContentFieldNames" for contract year and month? Using [second last, last] characters in the RIC for [month, year] is sometimes unreliable for me, since I have instruments that expire in 10+ years (e.g. NGZ34 for natural gas December 2034). I would prefer not to implement my own parsing logic if not necessary.

Using "Expiration Date" isn't plausible either. For example, CLZ2 (light crude December 2022) expires 2022-11-21.

Sample Query:

{"ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
            "RIC", "RIC Root", "Underlying RIC", "Security Description", "Periodicity",
            "First Trading Date", "First Notice Day", "Last Trading Day", "Expiration Date"],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "0#CL:",
                    "IdentifierType": "ChainRIC"
                }
            ]
        }
    }
}

Thanks!

zoya faberov

Hello @jacktan ,

Considering the difference in the results that you observe, and there are a couple of possible explanations to the different result with the exact same request, that I can think of:

1. Permissions could be different. You could run the same request via DSS GUI and to see if you are able to obtain the complete result. I suggest to open a support ticket with DSS support via Refinitiv Helpdesk Online -> Product -> DSS to verify that your user ID is permissioned to retrieve this field for this chain.

2. Are you testing the request with a naked request via Postman or via custom code? If from custom code, after you are confirmed to be permissioned for the field, I would test with Postman "naked" request to avoid any potential code discrepancy causing the lack of the result. Please refer to Postman tutorial REST API Tutorial 7: On Demand T&C extraction and starter Postman request collection can be downloaded from DSS REST Downloads to enable a quick test.

Let us know how this works on your side and if we could be of more help?