Downloading all contracts in a future chain

g.meanti · February 2019

Hi,

Is there an easy way of downloading all the contracts from a future chain (taking the last active contract)? Can this be done in a single query similarly to asking for a c1 contract, but retrieving all the contracts separately?

What approach would you recommend for this using DSS?

Thanks,

Giacomo

nityanand.koppad · February 2019

@g.meanti

If you are Tick History Product user then you can use below API

https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution

{
    "Request": {
        "ChainRics": [
            "0#HO:"
        ],
        "Range": {
            "Start": "2008-01-01T00:00:00.000Z",
            "End": "2016-01-01T00:00:00.000Z"
        }
    }
}

veerapath.rungruengrayubkul · February 2019

Hi @g.meanti,

Can you provide a sample RIC of the future chain? What is the report template you are using?

g.meanti · February 2019

https://community.developers.refinitiv.com/discussion/comment/38687#Comment_38687

Hi,

an example RIC sequence would be: CLH4^0, CLJ4^0, CLK4^0, will get
three months of the CL futures expiring in march, april, may 2004.

No report template: I'm using the API.

veerapath.rungruengrayubkul · February 2019

@g.meanti

I'm not sure if I understand the question correctly. If you want to retrieve extraction result for all valid contracts with a single query, you can use Future Chain RIC (i.e. 0#CL:) with IdentifierType: "ChainRIC".

"IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
"InstrumentIdentifiers": [ 
{ "Identifier": "0#CL:", "IdentifierType": "ChainRIC" } ],

Downloading all contracts in a future chain

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Downloading all contracts in a future chain

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