Search Expired options in DSS REST API

@melvin.kian,

it is possible to retrieve historical data using DSS, but you need to bear the following in mind:

• You need to specify in the validation options that you allow historical instruments. This is important because user preferences specified in the GUI do not apply to On Demand API calls. See the example below for how this is done. More on this topic can be found here.
• The availability of data content varies depending on asset class. To check what is available, you can use the Data Content Guide: filter column C to contain the type of data you want to request. The entire list of fields is displayed in column D. You can check availability of each field by asset class in columns O to AH.

Here is an example data retrieval for a future derivative that expired in September 2017:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price",
      "High Price",
      "Low Price",
      "Open Price",
      "Accumulated Volume Unscaled",
      "Bid Price",
      "Asset Type",
      "Quote ID"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
      "InstrumentIdentifiers": [
      { "Identifier": "STXXU7", "IdentifierType": "Ric" }
      ],
      "ValidationOptions": { "AllowHistoricalInstruments": true },
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "AdjustedPrices": true,
      "QueryStartDate": "2017-05-30T00:00:00.000Z",
      "QueryEndDate": "2017-05-31T00:00:00.000Z"
    }
  }
}

It returns the following:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "STXXU7",
            "RIC": "STXXU7",
            "Trade Date": "2017-05-30",
            "Universal Close Price": 3197,
            "High Price": 3203,
            "Low Price": 3203,
            "Open Price": 3203,
            "Accumulated Volume Unscaled": 5,
            "Bid Price": 3191,
            "Asset Type": "DERV",
            "Quote ID": "0x3000000000000000"
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "STXXU7",
            "RIC": "STXXU7",
            "Trade Date": "2017-05-31",
            "Universal Close Price": 3205,
            "High Price": 3215,
            "Low Price": 3215,
            "Open Price": 3215,
            "Accumulated Volume Unscaled": 5,
            "Bid Price": 3194,
            "Asset Type": "DERV",
            "Quote ID": "0x3000000000000000"
        }
    ],
    "Notes": [
        ...
    ]
}

Hope this helps.

@melvin.kian,

Apologies for the late response.

Q: What is the best way for me to extract historical equity option data for expired options?

A: As per my previous answer, using the validation options will do the trick for data requests. But note that validation options are not available for search queries, only for data extraction queries.

Q. Since I cannot search them, is there a way to re-build the RIC for such options? or another identifier?

A: Do you also have the TRTH product (it is a separate commercial offering from DSS, but uses the same servers) ? You should have it if you can access this link.

If yes you can use a historical search in the GUI or with the API (there are several API calls for historical searches).

If not, then I don't know how you could identify these RICs. That said, I'm not a data specialist. This forum is aimed at software developers using Refinitiv APIs. The moderators on this forum do not have the required deep expertise in all the content sets available through our products to answer your question. I advise you to call the Refinitiv Helpdesk number in your country. They will either have the answer for you right away, or will reach out to the content experts who can provide the answer you're looking for. As an alternative you can open a content-related enquiry via MyRefinitiv.