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Is there a way to determine expiration data for a historical future contract using DSS or TRTH REST API

I'm looking to get expiration dates for contracts that are resolved from futures chain RIC using HistoricalChainResolutionRequest call.


Thank you.

dss-rest-apitick-history-rest-apifutures
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Hello @ekhosid,

My understanding is that once you have resolved the chain you should have RICs of the future contracts. Next, you can run a search, either by specific RIC or by root RIC and a wild card, something like:

{
                {protocol}}{
                {host}}{
                {api}}Search/FuturesAndOptionsSearch 
{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "ExchangeCodes": null,
        "ExpirationDate": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Search.DateValueComparison",
            "ComparisonOperator": "LessThanEquals",
            "Value": "2016-12-31T00:00:00.000Z"
        },
        "IdentifierType": "Ric",
        "Identifier": "ED*",
        "PreferredIdentifierType": "Ric"
    }
}

resulting in:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.FuturesAndOptionsSearchResult)",
    "value": [
        {
            "Identifier": "ED1tmH2^1",
            "IdentifierType": "Ric",
            "Source": "TIM",
            "Key": "VjF8MHgwMDAzZjgwNTEzOGM0ODI5fDB4MDAwM2Y4MDUxMzhjOWJmYXxUSU18RFZRVXxERVJWfEZVVHxEfHxFRDF0bUgyXjF8NTIyNQ",
            "Description": "ED1 MAR2",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "TIM",
            "CurrencyCode": "TWD",
            "FuturesAndOptionsType": "Futures",
            "PutCallCode": "",
            "ExpirationDate": "2012-03-21T00:00:00.000Z",
            "AssetStatus": "Inactive"
        },
...

Does this work for your use case?




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Thank you. That's exactly what I was looking for. Let me try it.

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