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jay416505 avatar image
1 ●0 ●2 ●3

Required valid request body for F&O search to filter by Strike(from value, to value) Maturity(from date,to date)

{
"SearchRequest": {
"FileCodes": null,
"CurrencyCodes": null,
"ExchangeCodes": null,
"StrikePrice": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
"From":2000,
"To": 2200
},
"ExpirationDate": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.DateValueComparison",
"ComparisonOperator": "GreaterThanEquals",
"Value": "2019-12-31"
},
"IdentifierType": "Ric",
"Identifier": "SPX*",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": ".SPX"
}
}

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Jirapongse avatar image   Jirapongse

@jay416505

Hi,

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Thanks,

AHS

1 Answer

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

Hi @jay416505,

Below is the sample of specifying range of expiration date.

{
"SearchRequest": {
"FileCodes": null,
"CurrencyCodes": null,
"ExchangeCodes": null,
"StrikePrice": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
"From":2000,
"To": 2200
},
"ExpirationDate": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Search.DateRangeComparison",
        "From": "2019-12-31T00:00:00.000Z",
        "To": "2020-02-21T00:00:00.000Z"
    },
"IdentifierType": "Ric",
"Identifier": "SPX*",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": ".SPX"
}
}

You can also use the REST API Reference Tree to help you create sample of request body. In the document, you configure the required parameters and then click "JSON Model" to generate JSON request body.


1582268861317.png (88.3 KiB)
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jay416505 avatar image jay416505

In addition want filter by Put/Call and

AssetStatus=="Active"

How will request Body

veerapath.rungruengrayubkul avatar image veerapath.rungruengrayubkul jay416505

The parameters are "AssetStatus" and "PutCall" accordingly.


Below is the sample.

{
"SearchRequest": {
"FileCodes": null,
"CurrencyCodes": null,
"ExchangeCodes": null,
"StrikePrice": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
"From":2000,
"To": 2200
},
"ExpirationDate": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Search.DateRangeComparison",
        "From": "2019-12-31T00:00:00.000Z",
        "To": "2020-02-21T00:00:00.000Z"
    },
"IdentifierType": "Ric",
"Identifier": "SPX*",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": ".SPX",
"AssetStatus": "Active",
"PutCall": "Call"
}
}
1582275541749.png (70.6 KiB)

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