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question

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Get only monthly or quarterly futures

Hi Team,

I'm using below code to get the Futures data by RootRic level. Is it possible to add some parameter for getting only monthly periodicities please?

SearchContext.FuturesAndOptionsSearch( FuturesAndOptionsSearchRequest.Create( FuturesAndOptionsType.Futures, //Futures and Options Type

null, //Put Call

null, //File Codes

null, //Underlying RIC

null, //Excersize Style

null, //Currency Code

null, //Description

null, //Exchange Codes

null, //Strike Price

null, //Expiration Date

FuturesAndOptionsStatus.Active, //Status

IdentifierType.RICRoot, "MAL",

//Identifier IdentifierType.Ric));


Template that using: Futures and Options Search, Futures and Options: Wildcard .


dssdatascope-selectfutures
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1 Answer

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Hello @oleksii.maievskyi,

I do not believe this filtering by period, or analogous filtering, is part of Futures and Options Search, as I do not find it exposed via DSS GUI, and reviewing FuturesAndOptionsSearch in REST API Reference Tree spec, I do not find it included.

You may proceed by discarding the results that you do not require, from the overall results returned via search; and may wish to consult with DSS content experts on how to identify and filter the results that you require, by directly contacting via Refinitiv Helpdesk Online -> Content -> DSS


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