Futures and Options Search using RICRoot

mrr
mrr LSEG
in DSS

In the DSS GUI, you can perform a Futures and Options Search using a RICRoot, e.g. FFI (FTSE Index futures on LIFFE). This returns a list of the current individual contract RICs (FFIZ7, FFIH8, FFIM8, FFIU8 in November 2017) and the continuity RICS (FFIc1, FFIc2 etc).

Which DSS REST API request performs this type of search?

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    It should be Search/FuturesAndOptionsSearch with this payload in the body.

    {
        "SearchRequest": {
            "FileCodes": null,
            "CurrencyCodes": null,
            "ExchangeCodes": null,
            "IdentifierType": "RICRoot",
            "Identifier": "FFI",
            "PreferredIdentifierType": "Ric"
        }
    }

    The response is:

    ...
     {
                "Identifier": "FFIcv1",
                "IdentifierType": "Ric",
                "Source": "IEU",
                "Key": "VjF8MHgwMDAzZjgwMGNhODg0ZmY2fDB4MDAwM2Y4MDBjYTg4NjFkOHxJRVV8RFZRVXxGVVR8fER8fEZGSWN2MXw1NTk5",
                "Description": "LIFFE FTSE 100 Idx cv1",
                "InstrumentType": "DerivativeQuote",
                "Status": "Valid"
            },
            {
                "Identifier": "FFIcoi1",
                "IdentifierType": "Ric",
                "Source": "IEU",
                "Key": "VjF8MHgwMDAzZjgwMGNhODg1MWU4fDB4MDAwM2Y4MDBjYTg4NjJkYnxJRVV8RFZRVXxGVVR8fER8fEZGSWNvaTF8NTU5OQ",
                "Description": "LIFFE FTSE 100 Idx coi1",
                "InstrumentType": "DerivativeQuote",
                "Status": "Valid"
            },
    ...

    For more information regarding other FuturesAndOptionsSearch parameters, please refer to REST API Reference Tree.

Answers

  • mrr
    mrr LSEG

    Jirapongse, thank you very much for your reply to my post re FuturesAndOptionsSearch. However, I see there is a difference between this API response and waht I assume is the equivalent Search in the DSS GUI. In the DSS GUI I receive the currency and the expiry date for the futures contracts (the fixed contract futures RICs like "FFIH8").

    Is it possible to get these fields in the response as per the DSS GUI? I looked at the API Reference Tree, but I cannot see a way to specify a more verbose response to include the currency and expiry date.

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    You need to send another request to get the expiration date.

    For example, you can use TermsAndConditionsExtractionRequest to get the expiration date and asset sub type. The endpoint is Extractions/Extract.

    The body in the request could be:

    {
        "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
            "ContentFieldNames": [
               "RIC", "Expiration Date", "Asset SubType"
            ],
            "IdentifierList": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                 {"Identifier": "FFIc1", "IdentifierType" : "Ric"},
    			 {"Identifier": "FFIc2", "IdentifierType" : "Ric"},
    			 {"Identifier": "FFIc3", "IdentifierType" : "Ric"},
    			 {"Identifier": "FFIM8", "IdentifierType" : "Ric"},
    			 {"Identifier": "FFIH8", "IdentifierType" : "Ric"}
                ]
            }
        }
    }

    The result is:

    {
        "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)",
        "value": [
            {
                "IdentifierType": "Ric",
                "Identifier": "FFIc1",
                "RIC": "FFIc1",
                "Expiration Date": null,
                "Asset SubType": "FUT"
            },
            {
                "IdentifierType": "Ric",
                "Identifier": "FFIc2",
                "RIC": "FFIc2",
                "Expiration Date": null,
                "Asset SubType": "FUT"
            },
            {
                "IdentifierType": "Ric",
                "Identifier": "FFIc3",
                "RIC": "FFIc3",
                "Expiration Date": null,
                "Asset SubType": "FUT"
            },
            {
                "IdentifierType": "Ric",
                "Identifier": "FFIM8",
                "RIC": "FFIM8",
                "Expiration Date": "2018-06-15",
                "Asset SubType": "FUT"
            },
            {
                "IdentifierType": "Ric",
                "Identifier": "FFIH8",
                "RIC": "FFIH8",
                "Expiration Date": "2018-03-16",
                "Asset SubType": "FUT"
            }
        ]
    }
  • jacob.joseneroth
    jacob.joseneroth Newcomer

    I am using RDP , do you know how to get this information

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