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question

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Accepted
1 0 1 3

DSS REST API Search FuturesAndOptionsSearch getting Gold composite weekly options expiries

I want to get expiries for GC weekly options (specifically "0#GMW+", "0#GWW+" and "0#GCW+").

I usually use the datascope select search FuturesAndOptionsSearch rest api.

I use this to get expiries for Equity Options ("0#SPX*.U and "0#SPXW*.U") but it doesn't work for GC weekly options.

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "StrikePrice": null,
        "ExchangeCodes": ["CMX"],
        "ExpirationDate": null,
        "IdentifierType": "RICRoot",
        "Identifier": "GCW*",
        "AssetStatus": "Active",
        "FuturesAndOptionsType": "FuturesOnOptions"
    }
}

The response

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#Collection(DataScope.Select.Api.Search.FuturesAndOptionsSearchResult)",
    "value": []
}


What is the best way to get the expiries for these chainRICs? Why does the FuturesAndOptionsSearch work on some types of options and not others?


Working examples for 0#SPXW*.U

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "StrikePrice": null,
        "ExchangeCodes": ["OPQ"],
        "ExpirationDate": null,
        "IdentifierType": "RICRoot",
        "Identifier": "SPXW*",
        "AssetStatus": "Active",
        "FuturesAndOptionsType": "Options"
    }
}

Response:

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#Collection(DataScope.Select.Api.Search.FuturesAndOptionsSearchResult)",
    "value": [
        {
            "Identifier": "SPXWf302343500.U",
            "IdentifierType": "Ric",
            "Source": "OPQ",
            "Key": "VjF8MHgwMDEwMGIwMDJmOGMyMTNifDB4MDAxMDBiMDAyZjhiZTViOXxPUFF8RFZRVXxERVJWfE9QVHxEfHxTUFhXZjMwMjM0MzUwMC5VfDcxNjk",
            "Description": "SPXW JN3Q 4350C",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "OPQ",
            "CurrencyCode": "USD",
            "FuturesAndOptionsType": "Options",
            "PutCallCode": "Call",
            "ExpirationDate": "2023-06-30T00:00:00.000Z",
            "StrikePrice": 4350,
            "AssetStatus": "Active"
        },
        {
            "Identifier": "SPXWr302345000.U",
            "IdentifierType": "Ric",
            "Source": "OPQ",
            "Key": "VjF8MHgwMDEwMGIwMDJmOGMyMWEwfDB4MDAxMDBiMDAyZjhiZTY4YXxPUFF8RFZRVXxERVJWfE9QVHxEfHxTUFhXcjMwMjM0NTAwMC5VfDcxNjk",
            "Description": "SPXW JN3Q 4500P",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "OPQ",
            "CurrencyCode": "USD",
            "FuturesAndOptionsType": "Options",
            "PutCallCode": "Put",
            "ExpirationDate": "2023-06-30T00:00:00.000Z",
            "StrikePrice": 4500,
            "AssetStatus": "Active"
        },
...
dss-rest-api#technologydss#content
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Upvotes
Accepted
14k 30 5 10

Hi @una.keller ,

I'm posting the resolution from the support ticket below as a reference

In the API query used the RIC root is incorrect; hence the response has no values extracted. Please find the below RIC roots respectively and the example API request with response attached.

Chain RIC RIC Root
0#GMW+ GM2W
0#GWW+ GW2W
0#GCW+ GC3W


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Upvotes
14k 30 5 10

Hi @una.keller ,

The moderators on this forum are expertise on Refinitiv APIs usage. However, they do not have deep expertise in every type of content available through Refinitiv products. Such expertise is available through Refinitiv Helpdesk, which can be reached via MyRefinitiv. To be of help, ticket number 12640612 was raised on your behalf and the support team is going to contact you soon to assist with this.

Hope this helps and please let me know in case you have any further questions

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@raksina.samasiri thank you for raising a ticket for me!
Upvotes
1 0 1 3

For other looking for an answer, you can use Extractions to get the same data for expired options

https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes


{"ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
        "ContentFieldNames": [
           "RIC", "Security Description", "Put Call Flag", "Expiration Date",  "Strike Price"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                { "Identifier": "0#GWW+", "IdentifierType": "ChainRIC" }
            ],
            "ValidationOptions": {"AllowHistoricalInstruments": true},
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2023-12-01",
            "QueryEndDate": "2023-12-31"
        }
    }
}


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