For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
18 0 0 3

Derivative Ric resolution

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.

#technologydss-rest-apidatascope-selectderivativessftp
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
84.6k 287 53 77

@david.p.newman

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.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
18 0 0 3

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"
  }
}
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

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?


Upvotes
18 0 0 3

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...

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

@david.p.newman

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.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.