Retrieving RIC Contract Year and Month

jacktan
jacktan Newcomer
in DSS

Hello,

I was wondering if there are "ContentFieldNames" for contract year and month? Using [second last, last] characters in the RIC for [month, year] is sometimes unreliable for me, since I have instruments that expire in 10+ years (e.g. NGZ34 for natural gas December 2034). I would prefer not to implement my own parsing logic if not necessary.

Using "Expiration Date" isn't plausible either. For example, CLZ2 (light crude December 2022) expires 2022-11-21.


Sample Query:

{"ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
            "RIC", "RIC Root", "Underlying RIC", "Security Description", "Periodicity",
            "First Trading Date", "First Notice Day", "Last Trading Day", "Expiration Date"],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "0#CL:",
                    "IdentifierType": "ChainRIC"
                }
            ]
        }
    }
}


Thanks!

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Best Answer

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

    Hello @jacktan ,

    Considering the difference in the results that you observe, and there are a couple of possible explanations to the different result with the exact same request, that I can think of:

    1. Permissions could be different. You could run the same request via DSS GUI and to see if you are able to obtain the complete result. I suggest to open a support ticket with DSS support via Refinitiv Helpdesk Online -> Product -> DSS to verify that your user ID is permissioned to retrieve this field for this chain.

    2. Are you testing the request with a naked request via Postman or via custom code? If from custom code, after you are confirmed to be permissioned for the field, I would test with Postman "naked" request to avoid any potential code discrepancy causing the lack of the result. Please refer to Postman tutorial REST API Tutorial 7: On Demand T&C extraction and starter Postman request collection can be downloaded from DSS REST Downloads to enable a quick test.

    Let us know how this works on your side and if we could be of more help?


Answers

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @jacktan ,

    Try with:

    {"ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
            "ContentFieldNames": [
                "RIC", "RIC Root", "Underlying RIC", "Security Description", "Periodicity",
                "First Trading Date", "First Notice Day", "Last Trading Day", "Expiration Date","Contract Month and Year"],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "0#CL:",
                        "IdentifierType": "ChainRIC"
                    }
                ]
            }
        }
    }

    Results should look like:

    ...
      {
                "IdentifierType": "ChainRIC",
                "Identifier": "0#CL:",
                "RIC": "CLZ2",
                "RIC Root": "CL",
                "Underlying RIC": null,
                "Security Description": "LIGHT CRUDE DEC2",
                "Periodicity": "M",
                "First Trading Date": "2013-11-20",
                "First Notice Day": "2022-11-23",
                "Last Trading Day": "2022-11-21",
                "Expiration Date": "2022-11-21",
     "Contract Month and Year": "DEC2022"
            },
    ...

    Is this what you are looking for?


  • jacktan
    jacktan Newcomer

    @zoya faberov

    I tried adding "Contract Month and Year" like you suggested, but it only returned "None".

    Please see image below.

    image.png


    My request to "/Extractions/ExtractWithNotes":

    {"ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
            "ContentFieldNames": [
                "RIC", "Contract Month and Year", "Security Description",
                "First Trading Date", "First Notice Day", "Last Trading Day", "Expiration Date"],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "0#CL:",
                        "IdentifierType": "ChainRIC"
                    }
                ]
            }
        }
    }

    Thanks!

  • jacktan
    jacktan Newcomer

    After raising a ticket with a product specialist, this was the final verdict:

    'Contract Month and Year' field is not supported for Tick History users. As an alternative you may use the Expiry date field in 'Historical Reference' and 'Elektron Time Series' report templates.

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