How to query historical futures for a given underlying?

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Question by bmcelroy · Oct 05, 2017 at 01:08 AM · tick-history-rest-api historical futures query-string

How to query historical futures for a given underlying?

I would like to query historical futures for a given underlying (HSI or KOSPI200 for example)?

I can use /Search/FuturesAndOptionsSearch, which allows an `UnderlyingRic` to search for current futures, but I can't find any documentation for an equivalent option in HistoricalSearch or HistoricalCriteriaSearch.

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bmcelroy · Oct 09, 2017 at 08:20 PM 0

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bumppppppp

Answer 1 · 2017-11-27T02:04:56Z

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Answer by bmcelroy · Nov 27, 2017 at 02:04 AM

The answer was to use a combination of HistoricalChainResolution and ReferenceHistory.

A HistoricalChainResolution of '0#HSI:' yielded futures and ReferenceHistory gave me the information I required.

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REFINITIV

Christiaan Meihsl ♦♦ · Nov 27, 2017 at 03:18 AM 0

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@bmcelroy, thank you for sharing the solution :)

Answer 2 · 2017-10-10T03:49:48Z

REFINITIV

Answer by Jirapongse · Oct 10, 2017 at 03:49 AM

Yes, you are correct. There is no UnderlyingRic option in HistoricalSearch and HistoricalCriterialSearch. Therefore, those endpoints don't support UnderlyingRic.

Please contact TRTH V2 support team via Contact Us for confirmation and solution.

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How to query historical futures for a given underlying?

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