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Hi,
Is there an easy way of downloading all the contracts from a future chain (taking the last active contract)? Can this be done in a single query similarly to asking for a c1 contract, but retrieving all the contracts separately?
What approach would you recommend for this using DSS?
Thanks,
Giacomo
Hi @g.meanti,
Can you provide a sample RIC of the future chain? What is the report template you are using?
Hi,
an example RIC sequence would be: CLH4^0, CLJ4^0, CLK4^0, will get three months of the CL futures expiring in march, april, may 2004.
No report template: I'm using the API.
If you are Tick History Product user then you can use below API
https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution
{
"Request": {
"ChainRics": [
"0#HO:"
],
"Range": {
"Start": "2008-01-01T00:00:00.000Z",
"End": "2016-01-01T00:00:00.000Z"
}
}
}
I'm not sure if I understand the question correctly. If you want to retrieve extraction result for all valid contracts with a single query, you can use Future Chain RIC (i.e. 0#CL:) with IdentifierType: "ChainRIC".
"IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "0#CL:", "IdentifierType": "ChainRIC" } ],
