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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
3 1 1 2

Search for options RIC using ticker

Hi,

I would like to search for Options RIC from DSS Rest Api if I have following tickers:

ATVI US 01/20/17 C38 Equity

Where ATVI is ticker, US is Exchange, 01/20/17 is Expiration date, C38 is CALL and strike price, Equity is the Asset type.

Some similar tickers are as follows:

AMBA US 12/18/15 P60 Equity

CAR US 08/18/17 P21 Equity

DIS US 11/06/15 C115 Equity

Following is the code I am using to fetch RIC:

var results = searchContext.FuturesAndOptionsSearch(

FuturesAndOptionsSearchRequest.Create(

null, //Futures and Options Type

PutCall.Call, //Put Call

null, //File Codes

null, //Underlying RIC

null, //Excersize Style

null, //Currency Code

null, //Description

null, //Exchange Codes:

null, //Strike Price

null, //Expiration Date

null, //Status

IdentifierType.Ric,

"ATVI*",

IdentifierType.Ric));

Thanks,

Vedang Vyas

dss-rest-apidssdatascope-selectderivatives
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
13.7k 26 8 12

@vvyas, this C# will work for ATVI, and shows how to set the strike price and expiry date:

DateTimeOffset expiryDate = DateTimeOffset.Parse("2017-01-20T00:00:00.000Z");
var results = searchContext.FuturesAndOptionsSearch(
  FuturesAndOptionsSearchRequest.Create(
    null, //Futures and Options Type
    PutCall.Call, //Put Call
    null, //File Codes
    null, //Underlying RIC
    null, //Excersize Style
    null, //Currency Code
    null, //Description
    null, //Exchange Codes:
    NumericValueComparison.CreateNumericValueComparison(ComparisonOperator.Equals, 38),  //Strike Price
    DateValueComparison.CreateDateValueComparison(ComparisonOperator.GreaterThanEquals, expiryDate),  //Expiration Date
    FuturesAndOptionsStatus.Active,  //Asset status
    IdentifierType.Ric,
    "ATVI*",
    IdentifierType.Ric));

We also have a C# sample code under the downloads tab and a tutorial on this particular search.

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
18.1k 21 12 21

capture.png (43.2 KiB)
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.