Contract Specification via Tick History

Good day,

I am trying to get, via the RTH REST API, the details for future contract specifications. As an example I have the RIC <IEU/LCO>. I am able to get this via the "View Page" option under the Historical search, like so:

The good thing about using this option being a "Search" option, is also that this will not count towards RTH usage Quota. How could we get this same functionality via the API.

Thank you very much,

Marcel

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Accepted answers

Gurpreet

Hi @Marcel,

The page you are referring to "IEU/LCO" is a Speed Guide page and can be retrieved using TickHistory Raw extraction request with atleast 7 days history request. E.g.query:

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [{
          "Identifier": "IEU/LCO",
          "IdentifierType": "Ric"
        }
      ],
      "ValidationOptions": {
        "AllowHistoricalInstruments": True
      },
      "UseUserPreferencesForValidationOptions": False
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2021-01-01T06:20:00.000Z",
      "QueryEndDate": "2021-01-20T06:40:00.000Z",
      "DisplaySourceRIC": True,
      "ExtractBy": "Ric",
      "SortBy": "SingleByRic",
      "DomainCode": "MarketPrice",
    }
  }
}

Result:

IEU/LCO,Market Price,2021-01-16T02:48:11.539865740Z,+0,Raw,REFRESH,,,,,3245,82,79,,38
,,,,FID,1,,PROD_PERM,3245,
,,,,FID,2,,RDNDISPLAY,151,
,,,,FID,259,,RECORDTYPE,226,
,,,,FID,315,,ROW80_1,ICE BRENT CRUDE OIL CONTRACT DETAILS                                     IEU/LCO,
,,,,FID,316,,ROW80_2,"Contract Details, Trading Hours, for the ICE BRENT CRUDE OIL FUTURE.            ",
,,,,FID,317,,ROW80_3,"                                                                                ",
,,,,FID,318,,ROW80_4,"FUTURES CHAIN     - <0#LCO:>,Sprd Alias <0#LCOc-:>                              ",
,,,,FID,319,,ROW80_5,"LCO SPREADS       -<0#LCO-:>,<0#LCOT-:>,<0#WTCL-LCO:>,<0#LGO-LCO:>,<0#LCO-MID:> ",
,,,,FID,320,,ROW80_6,"OPTIONS & TAS CHAIN  -  <0#LCO+> <0#LCOT:> <0#LCOmm:> <0#LCOmd:>                ",
,,,,FID,321,,ROW80_7,"AT THE MONEY OPTIONS -  <0#LCO++>                                               ",
,,,,FID,322,,ROW80_8,"ICE CRACK Page & Chain -  <1930GASOILCRACK> & <0#1930LGO-LCO:>                  ",
,,,,FID,323,,ROW80_9,"DELIVERY MONTHS      -  All months         CURRENCY             -  USD          ",
,,,,FID,324,,ROW80_10,"TRADING MONTHS       -  Up to 96 consecutive months                             ",
,,,,FID,325,,ROW80_11,"LAST TRADING DAY     -  Business day of the second month preceding the          ",
,,,,FID,326,,ROW80_12,"                        relevant contract month (e.g. the March contract month  ",
,,,,FID,327,,ROW80_13,"                        will expire on the last Business Day of January).       ",
,,,,FID,328,,ROW80_14,"MIN. PRICE MOVE      -  1 Cent per barrel                                       ",
,,,,FID,329,,ROW80_15,"TICK VALUE           -  USD 10                                                  ",
,,,,FID,330,,ROW80_16,"TRADING HOURS        -  Open 23:00 -Sunday Close 23:00(UK Time) - Monday        ",
,,,,FID,331,,ROW80_17,"                        Open 01:00 Close 23:00(UK Time) - Tuesday-Friday        ",
,,,,FID,332,,ROW80_18,"Settlement           -  Settle prices will be two minutes from                  ",
,,,,FID,333,,ROW80_19,"                        19:28:00(UK Time) - (Futures)                           ",
,,,,FID,334,,ROW80_20,"                        19:30 (London time). Physical delivery of the contract  ",
,,,,FID,335,,ROW80_21,"Brent AM Marker      -  08:30 London time and Singapore 16:30                   ",
,,,,FID,336,,ROW80_22,"Brent PM Marker      -  16:30 London time and UK 16:30                          ",
,,,,FID,337,,ROW80_23,"Prices are based upon a lot size of 1000 barrels per lot. Prices are number of  ",
,,,,FID,338,,ROW80_24,"ticks per lot with each tick having a value of  USD 10. Thus a quote of 2894 is ",
,,,,FID,339,,ROW80_25,"2894 ticks per lot. Per barrel the price is equivalent to Number of ticks/lot   ",
,,,,FID,5357,,CONTEXT_ID,2704,
,,,,FID,6401,,DDS_DSO_ID,4117,
,,,,FID,6480,,SPS_SP_RIC,.[SPSDC8,
,,,,FID,6835,,DELBY_DT,,
,,,,FID,8595,,CTB_ID,,
,,,,FID,8599,,CTB_ID2,,
,,,,FID,8600,,CTB_ID3,,
,,,,FID,8601,,CTB_ID4,,
,,,,FID,8602,,CTB_ID5,,
,,,,FID,8635,,RCS_AS_CL2,,

I don't think speed guide pages count towards any usage quote, but please check with your Refinitiv account manager to be sure.

All comments

Gurpreet

Hi @Marcel,

The page you are referring to "IEU/LCO" is a Speed Guide page and can be retrieved using TickHistory Raw extraction request with atleast 7 days history request. E.g.query:

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [{
          "Identifier": "IEU/LCO",
          "IdentifierType": "Ric"
        }
      ],
      "ValidationOptions": {
        "AllowHistoricalInstruments": True
      },
      "UseUserPreferencesForValidationOptions": False
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2021-01-01T06:20:00.000Z",
      "QueryEndDate": "2021-01-20T06:40:00.000Z",
      "DisplaySourceRIC": True,
      "ExtractBy": "Ric",
      "SortBy": "SingleByRic",
      "DomainCode": "MarketPrice",
    }
  }
}

Result:

IEU/LCO,Market Price,2021-01-16T02:48:11.539865740Z,+0,Raw,REFRESH,,,,,3245,82,79,,38
,,,,FID,1,,PROD_PERM,3245,
,,,,FID,2,,RDNDISPLAY,151,
,,,,FID,259,,RECORDTYPE,226,
,,,,FID,315,,ROW80_1,ICE BRENT CRUDE OIL CONTRACT DETAILS                                     IEU/LCO,
,,,,FID,316,,ROW80_2,"Contract Details, Trading Hours, for the ICE BRENT CRUDE OIL FUTURE.            ",
,,,,FID,317,,ROW80_3,"                                                                                ",
,,,,FID,318,,ROW80_4,"FUTURES CHAIN     - <0#LCO:>,Sprd Alias <0#LCOc-:>                              ",
,,,,FID,319,,ROW80_5,"LCO SPREADS       -<0#LCO-:>,<0#LCOT-:>,<0#WTCL-LCO:>,<0#LGO-LCO:>,<0#LCO-MID:> ",
,,,,FID,320,,ROW80_6,"OPTIONS & TAS CHAIN  -  <0#LCO+> <0#LCOT:> <0#LCOmm:> <0#LCOmd:>                ",
,,,,FID,321,,ROW80_7,"AT THE MONEY OPTIONS -  <0#LCO++>                                               ",
,,,,FID,322,,ROW80_8,"ICE CRACK Page & Chain -  <1930GASOILCRACK> & <0#1930LGO-LCO:>                  ",
,,,,FID,323,,ROW80_9,"DELIVERY MONTHS      -  All months         CURRENCY             -  USD          ",
,,,,FID,324,,ROW80_10,"TRADING MONTHS       -  Up to 96 consecutive months                             ",
,,,,FID,325,,ROW80_11,"LAST TRADING DAY     -  Business day of the second month preceding the          ",
,,,,FID,326,,ROW80_12,"                        relevant contract month (e.g. the March contract month  ",
,,,,FID,327,,ROW80_13,"                        will expire on the last Business Day of January).       ",
,,,,FID,328,,ROW80_14,"MIN. PRICE MOVE      -  1 Cent per barrel                                       ",
,,,,FID,329,,ROW80_15,"TICK VALUE           -  USD 10                                                  ",
,,,,FID,330,,ROW80_16,"TRADING HOURS        -  Open 23:00 -Sunday Close 23:00(UK Time) - Monday        ",
,,,,FID,331,,ROW80_17,"                        Open 01:00 Close 23:00(UK Time) - Tuesday-Friday        ",
,,,,FID,332,,ROW80_18,"Settlement           -  Settle prices will be two minutes from                  ",
,,,,FID,333,,ROW80_19,"                        19:28:00(UK Time) - (Futures)                           ",
,,,,FID,334,,ROW80_20,"                        19:30 (London time). Physical delivery of the contract  ",
,,,,FID,335,,ROW80_21,"Brent AM Marker      -  08:30 London time and Singapore 16:30                   ",
,,,,FID,336,,ROW80_22,"Brent PM Marker      -  16:30 London time and UK 16:30                          ",
,,,,FID,337,,ROW80_23,"Prices are based upon a lot size of 1000 barrels per lot. Prices are number of  ",
,,,,FID,338,,ROW80_24,"ticks per lot with each tick having a value of  USD 10. Thus a quote of 2894 is ",
,,,,FID,339,,ROW80_25,"2894 ticks per lot. Per barrel the price is equivalent to Number of ticks/lot   ",
,,,,FID,5357,,CONTEXT_ID,2704,
,,,,FID,6401,,DDS_DSO_ID,4117,
,,,,FID,6480,,SPS_SP_RIC,.[SPSDC8,
,,,,FID,6835,,DELBY_DT,,
,,,,FID,8595,,CTB_ID,,
,,,,FID,8599,,CTB_ID2,,
,,,,FID,8600,,CTB_ID3,,
,,,,FID,8601,,CTB_ID4,,
,,,,FID,8602,,CTB_ID5,,
,,,,FID,8635,,RCS_AS_CL2,,

I don't think speed guide pages count towards any usage quote, but please check with your Refinitiv account manager to be sure.

Marcel

Hi Gurpreet,

I was aware of the TH Raw but if this was not counted towards Quota it would be a great solution indeed.

I will check with PUBS about this.

Many thanks!

Rgds,
Marcel

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