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mpl avatar image
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TTF Option Settlement prices via DSS

I want to get the settlement price for a specific identifier. I have tried with the following request, but this returns a response code of 400. What am I doing wrong?


  1. {
  2. "ExtractionRequest": {
  3. "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
  4. "ContentFieldNames": [
  5. "Settlement Date",
  6. "Settlement Price",
  7. "Universal Close Price Date",
  8. "Universal Close Price",
  9. "Contract Month and Year",
  10. "RIC",
  11. ],
  12. "IdentifierList": {
  13. "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
  14. "InstrumentIdentifiers": [
  15. {
  16. "Identifier": "TFOM3000Q4",
  17. "IdentifierType": "Ric"
  18. }
  19. ]
  20. }
  21. }
  22. }




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dss-rest-api#product
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Jirapongse avatar image   Jirapongse

@mpl

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply, and then close the question. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

Jirapongse avatar image   Jirapongse

@mpl

Hi,

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

Thanks,

AHS

2 Answers

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raksina.samasiri avatar image
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Hi @mpl ,

Could you please try remove comma after RIC ContentFieldNames, and some fields are not valid so it returns 400 error, so I've fixed them as below

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
    "ContentFieldNames": [
      "Settlement Date",
      "Settlement Price",
      "Official Close Date",
      "Official Close Price",
      "Contract Date",
      "Contract Month",
      "RIC"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "Identifier": "TFOM3000Q4",
          "IdentifierType": "Ric"
        }
      ]
    }
  }
}

I tried and can make an API call successfully

1712200875120.png

To list all available field of each report, you can use

GET {
                {protocol}}{
                {host}}{
                {api}}Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'IntradayPricing')

The tutorial can be found at https://developers.lseg.com/en/api-catalog/datascope-select/datascope-select-rest-api/tutorials#rest-api-tutorial-2-on-demand-end-of-day-extraction , you'll need to change ReportTemplateTypes from 'EndOfDayPricing' to 'IntradayPricing'

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


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mpl avatar image
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The data I specifically want is price and delta


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