how do you get ric details in api

dorlovsky
dorlovsky Newcomer
in TRTH

I can get a Ric of a future or option using Search/HistoricalChainResolution or /Search/FuturesAndOptionsSearch the results have some details like Key, Identifier, Description etc and of course the Ric

If I copy the Ric into the search field in web ui I can get more info, like expiration date.

How do I get that from that API. I tried using Search/ReferenceHistory but got nothing back. For example this body returns nothing:
{ "Request": { "Rics": [ "ESH0^0" ], "Range": { "Start": "1990-01-01T00:00:00.000Z", "End": "2017-05-15T00:00:00.000Z" } } }

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hi @dorlovsky,

    The answer provided by the content team:

    "Clients were directed to use T&Cs as a
    temporary workaround when Historical Reference template was being built.
    However, T&Cs merely hold live reference data. It does not hold Historical
    Reference data. Clients looking for references on Futures and Options (which
    typically expires every month) and other instruments that expire will get
    reference data only via. Historical Reference template. For the sake of
    simplicity, Tick History clients must use the Historical Reference template for
    reference data on all asset categories (minus fixed income references).
    "

    For an example, please refer to the following request:

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
        "ContentFieldNames": [
          "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Currency Code", "Expiration Date", "Lot Size"
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
          "InstrumentIdentifiers": [{
            "Identifier": "ESH0^0",
            "IdentifierType": "Ric"
          }]
        },
        "Condition": {
          "StartDate": "2007-09-29T00:00:00.000Z",
          "EndDate": "2017-09-29T12:00:00.000Z"
        }
      }
    }

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