オプションのRicコード命名について

shiro.chiba
shiro.chiba Newcomer
in TRTH

Historical Chain Constituents Searchで子Ricコードを取得出来ることは確認出来たのですが、こちらからその子Ricコードの情報(満期日、行使価格等)がわかる方法ありますでしょうか。

APIであればそのAPIのリファレンスを、Ricコードから判別であればその方法を教えて頂きたいです

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @shiro.chiba

    For example, you can use the 0#JNI*.OS with the Search/HistoricalChainResolution endpoint.

    {
      "Request": {
        "ChainRics": [
          "0#JNI*.OS"
        ],
        "Range": {
          "Start": "2023-10-01T00:00:00.000Z",
          "End": "2023-10-02T00:00:00.000Z"
        }
      }
    }

    It will return the following responses.

    "Constituents": [
                 ...
                    {
                        "Identifier": "JNI050L4.OS",
                        "IdentifierType": "Ric",
                        "Source": "",
                        "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxKTkkwNTBMNC5PU3w",
                        "Description": "Historical Instrument",
                        "InstrumentType": "Unknown",
                        "Status": "Valid",
                        "DomainCode": "6"
                    },
                    {
                        "Identifier": "JNI050X4.OS",
                        "IdentifierType": "Ric",
                        "Source": "",
                        "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxKTkkwNTBYNC5PU3w",
                        "Description": "Historical Instrument",
                        "InstrumentType": "Unknown",
                        "Status": "Valid",
                        "DomainCode": "6"
                    },
    ...

    Then, you can use the returned RICs with the TermsAndConditionsExtractionRequest and the Extractions/ExtractWithNotes endpoint to get the expiration date and strike price. The "Expiration Data" and "Strike Price" fields are available in the TermsAndConditionsExtractionRequest.

    {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
            "ContentFieldNames": [
                "RIC",
                "Expiration Date",
                "Strike Price"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "JNI625X6.OS",
                        "IdentifierType": "Ric"
                    },
                    {
                        "Identifier": "JNI050X4.OS",
                        "IdentifierType": "Ric"
                    }
                ],
                "ValidationOptions": {
                    "AllowHistoricalInstruments": true
                }
            }
        }
    }

    The response lools like this:

     "Contents": [
            {
                "IdentifierType": "Ric",
                "Identifier": "JNI625X6.OS",
                "RIC": "JNI625X6.OS",
                "Expiration Date": "2026-12-11",
                "Strike Price": 62500
            },
            {
                "IdentifierType": "Ric",
                "Identifier": "JNI050X4.OS",
                "RIC": "JNI050X4.OS",
                "Expiration Date": "2024-12-13",
                "Strike Price": 5000
            }
        ],

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @shiro.chiba

    Thank you for reaching out to us.

    The response from the Historical Chain Constituents search doesn't provide the expiration date, strike price, etc. The following is the sample response from the Historical Chain Constituents search. 

                    {
                        "Identifier": "XOM.N",
                        "IdentifierType": "Ric",
                        "Source": "",
                        "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxYT00uTnw",
                        "Description": "Historical Instrument",
                        "InstrumentType": "Unknown",
                        "Status": "Valid",
                        "DomainCode": "6"
                    }

    Therefofre, you need to use another request to extract those information. Please refer to the Data Dictionary - Refinitiv Tick History Custom Reporting that identifies the data available from Tick History custom reporting.


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