What is the best way to resolve a Ric for a derivative (OPTION/FUTURE)? I know there is a mechanism to do this using SFTP, but is there a way using an http api. Thanks.
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What is the best way to resolve a Ric for a derivative (OPTION/FUTURE)? I know there is a mechanism to do this using SFTP, but is there a way using an http api. Thanks.
Thank you for reaching out to us.
Yes, DSS supports REST API via HTTP.
For more information, please refer to the LSEG DataScope Select - REST API. You may check the REST API Tutorial 13: Search for a Future or Option tutorial.
Thanks for the reply. I've read the tutorial but am struggling to determine which properties I need to supply to get the ric code. Consider the following security: Isin: EU0009658145, with strike price of 2800, expiry date of 2020-12-18. I do not get any values in the response. Any ideas? Thanks.
{ "SearchRequest": { "FileCodes": null, "CurrencyCodes": null, "ExchangeCodes": null, "StrikePrice": { "@odata.type": "#DataScope.Select.Api.Search.NumericRangeComparison", "From": 2000, "To": 4000 }, "ExpirationDate": { "@odata.type": "#DataScope.Select.Api.Search.DateValueComparison", "ComparisonOperator": "GreaterThanEquals", "Value": "2020-12-10T00:00:00.000Z" }, "IdentifierType": "Isin", "Identifier": "EU0009658145" } }
I got the same result when using DSS Web GUI.
I checked and found that EU0009658145 is .STOXX50E index.
How can you do it in SFTP?
I have another example for which I definitely get a response from the SFTP service, but am getting no values in the response from the http api.
Isin: ES0B00133438
ExpirationDate: 2024-04-19
ExchangeCode: MRV
{ "SearchRequest": { "FileCodes": null, "CurrencyCodes": null, "ExchangeCodes": ["MRV"], "ExpirationDate": { "@odata.type": "#DataScope.Select.Api.Search.DateValueComparison", "ComparisonOperator": "GreaterThanEquals", "Value": "2024-04-19T00:00:00.000Z" }, "IdentifierType": "Isin", "Identifier": "ES0B00133438" } }
Thanks...
You need to contact the Datascope Select support team direclty via MyRefinitiv to verify which report templates or searches that can provide the required data.