request data

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naaky
naaky Newcomer
in WebSocket API

I am using the Refinitiv WebSocket API to request data.
I’m working with futures data, and I usually only request the front-month contract. 

However, on the expiration date, I plan to request the next-month contract instead.
In this case, do I need to explicitly identify the expiration date and manually find and request the RIC for the next-month contract on that specific date?
If there’s an alternative solution, could you please share it with me?

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @naaky

    Thank you for reaching out to us.

    The Real-Time WebSocket API uses RICs to request and get data. Therefore, you need to know RICs that can provide the required data.

    There are rules used to create futures RICs. You can subscribe to RULES1 RIC to see the rules.

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    Otherwise, you can contact the helpdesk team directly via MyAccount. The helpdesk team can help you finding RICs.

    Moreover, we have a Search API on the delivery platform which can be used to search for instruments. You can refer to this Building Search into your Application Workflow article. For more information regarding the search API, please directly contact your LSEG account team or sales team.

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