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ph avatar image
7 ●3 ●3 ●6

Options Expiration Date Information Missing

Hi,

I'm using TermsAndCondistionsExtractionRequest to obtain the expiration date of "

EV3W1035W7"

var extractionRequest = new TermsAndConditionsExtractionRequest
{
IdentifierList = InstrumentIdentifierList.Create(new[]
{
new InstrumentIdentifier {Identifier = "EV3W1035W7", IdentifierType = IdentifierType.Ric}
}
, new InstrumentValidationOptions
{
AllowHistoricalInstruments = true
}, false),
ContentFieldNames = new[] { "Put Call Flag", "Strike Price", "Underlying RIC", "Expiration Date", "Thomson Reuters Classification Scheme" },
Condition = new TermsAndConditionsCondition
{
IssuerAssetClassType = IssuerAssetClassType.AllSupportedAssets,
}
};

This request returns blank for expiration date, put call flag, strike price, underlying ric and thomson reuters classification scheme.

I would like to know how best to obtain these information for any historical options.

tick-history-rest-api
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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @ph

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If yes, please click the 'Accept' text next to the reply. 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

@ph

Hi,

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

Thanks,

AHS

1 Answer

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veerapath.rungruengrayubkul avatar image
11.3k ●25 ●9 ●14

Terms and Conditions report provides as-of/ as-at/ latest reference data at any given point in time. It seems that values of EV3W1035W7 were cleared on 2017/11/26, so the request returns blank for the fields. You can use HistoricalReferenceExtractionRequest to get all historical reference for the RIC. The sample code can be found in this REST API Reference Tree.

Below is the sample of result with query date: 2017-11-01 - 2017-12-11. The 'Change Date' field can be added to verify the latest value.

Change Date,Put Call Flag,Strike Price,Underlying RIC,Expiration Date,Thomson Reuters Classification Scheme
2017/11/01,P,1035,SPZ7,2017/11/17,
2017/11/19,P,1035,SPZ7,2017/11/17,
2017/11/21,P,1035,SPZ7,2017/11/17,
2017/11/26,,,,,
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