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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
dilan.cse avatar image
3 ●1 ●3 ●2

FuturesAndOptionsSearch - Results are not consistent

I see an inconsistency in the results returned by DSS REST FuturesAndOptionsSearch API when requests are made using different parameters. Below is the scenario.

1) Search by limiting the results using a small range for Strike price

{
"SearchRequest": {
"StrikePrice": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
"From": 110,
"To": 120
},
"ExpirationDate": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.DateRangeComparison",
"From": "2020-05-01T00:00:00.000Z",
"To": "2020-05-31T00:00:00.000Z"
},
"AssetStatus": "Active",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": "AAPL.O"
}
}

for above query I got 8 matches.


2) Search by using a wide range for Strike Price

{
"SearchRequest": {
"StrikePrice": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
"From": 1,
"To": 999
},
"ExpirationDate": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.DateRangeComparison",
"From": "2020-05-01T00:00:00.000Z",
"To": "2020-05-31T00:00:00.000Z"
},
"AssetStatus": "Active",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": "AAPL.O"
}
}

for above i got 672 results. But only one result from the first search (step 1) was included in this result set. But theoretically all the results from the first search should be included in the results of this search.

Please help me to identify the reason for this discrepancy.




dss-rest-apidatascope-selectdss
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.

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Hello @dilan.cse,

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

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @dilan.cse

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

moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

@dilan.cse

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

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

Thanks,

AHS

3 Answers

· Write an Answer
Upvote
Accepted
veerapath.rungruengrayubkul avatar image
11.3k ●25 ●9 ●14

Hi @dilan.cse,

The DSS 14.0 version has been released. I have tried to replicate this issue again on the new version and found that the issue has been fixed. If you still see the issue, please let me know.

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

Hi @dilan.cse,

Could you try adding the "Prefer": "respond-async;odata.maxpagesize=1000" in the header of the request. I am able to get all 8 RICs matched.

But with default page size (250), some RICs are missing. I will contact DSS support to verify the issue.

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
dilan.cse avatar image
3 ●1 ●3 ●2

Hi veerapath.rungruengrayubkul,

Thank you. It works when the page size increases.

But when the results are split across multiple pages issue exists.

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.

moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

@veerapath.rungruengrayubkul

It looks like problem persists, Can you help?

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul moragodkrit.chumsri_1
It seems to be an issue in DSS. I have raised this issue to DSS SWAT via email.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.