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raghu.icecraft avatar image
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(DSS REST API help) Using Futures and Options, I need closing price over the next few months

Used POST request,
https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch

And request body is 

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "ExchangeCodes": null,
        "StrikePrice": null,
        "ExpirationDate": null,
        "IdentifierType": "Ric",
        "Identifier": "SB*",
        "PreferredIdentifierType": "Ric"
    }
}


Sample output obtained is 

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#Collection(DataScope.Select.Api.Search.FuturesAndOptionsSearchResult)",
    "value": [
        {
            "Identifier": "SB-6=R",
            "IdentifierType": "Ric",
            "Source": "TRC",
            "Key": "VjF8MHgwMDEwMGIwMDBhYjg0YjQxfDB4MDAxMDBiMDAwYWI4NGI0MHxUUkN8RFZRVXxERVJWfEZVVHxEfHxTQi02PVJ8NjAxMA",
            "Description": "IUS Sugar No.11 6 Month Electronic Commodity Spread Contract",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "TRC",
            "CurrencyCode": "USc",
            "FuturesAndOptionsType": "Futures",
            "PutCallCode": "",
            "AssetStatus": "Active"
        },
        {
            "Identifier": "SB-1=R",
            "IdentifierType": "Ric",
            "Source": "TRC",
            "Key": "VjF8MHgwMDEwMGIwMDBhYjg0YjY3fDB4MDAxMDBiMDAwYWI4NGI2NnxUUkN8RFZRVXxERVJWfEZVVHxEfHxTQi0xPVJ8NjAxMA",
            "Description": "ICE US Sugar No 11 1 Month Electronic Spread",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "TRC",
            "CurrencyCode": "USc",
            "FuturesAndOptionsType": "Futures",
            "PutCallCode": "",
            "AssetStatus": "Active"
        }
}


I am looking for this kind of data (This sample is from NYB exchange website).
I need latest price for the day, Open, High and Low.

image_50_1_50.png
image-50-1-50.png


Does not matter, even If we have to call multiple Rest APIs, can we get the tabular data like above image ?


-Raghu

#technologydss-rest-api#contentfutures
image-50-1-50.png (185.5 KiB)
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wasin.w avatar image   wasin.w

Hi @raghu.icecraft

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS


raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

1 Answer

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Jirapongse avatar image
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@raghu.icecraft

Thanks for reaching out to us.

You need to know which report templates that can be used to extract the required data. You can refer to the Refinitiv DataScope Select Data Content Guide which provides definitions of all of the data fields available in DataScope Select.

You can try EndOfDayPricingExtractionRequest, IntradayPricingExtractionRequest, or CompositeExtractionRequest.

For example, the CompositeExtractionRequest looks like this:

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
        "ContentFieldNames": [
            "Open Price",
            "High Price",
            "Low Price",
            "Close Price"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "SB-6=R",
                    "IdentifierType": "Ric"
                },
                {
                    "Identifier": "SB-1=R",
                    "IdentifierType": "Ric"
                }
            ]
        }
    }
}

The output looks like this:

 "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "SB-6=R",
            "Open Price": 0.2,
            "High Price": 0.35,
            "Low Price": 0.08,
            "Close Price": 0.29
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "SB-1=R",
            "Open Price": 0.32,
            "High Price": 0.5,
            "Low Price": 0.31,
            "Close Price": 0.46
        }
    ],

The output will be in JSON format or Comma-Separated Values (CSV).

Otherwise, you can contact the Datascope Select support team directly via MyRefinitiv to ask for the report templates and fields that can provide the required data.

I hope that this information is of help.

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