Why do future contracts appear to be missing from FuturesAndOptionsSearch?

mike-petrut
mike-petrut Newcomer
in TRTH

Why do there appear to be future contracts missing from the "FuturesAndOptionsSearch" endpoint for the following payload?

{
  "SearchRequest": {
    "FuturesAndOptionsType": "Futures",
    "Identifier": "RS",
    "IdentifierType": "RICRoot"
  }
}

The latest expiration date contract returned is "RSF1^2". However when I do a raw extraction for "RSX2" (which is not returned in the search) I can successfully obtain data? It seems to be a similar situation for the "W" RICRoot too.

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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @mike-petrut

    Yes, it returns "RSX2" but it is on the next page. By default, it returns 250 entries in the response. To get the next entries, you need to use the URL that appears in the "@odata.nextlink" property at the bottom of the response.

       ],
        "@odata.nextlink": "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch?$skiptoken='MjUw'"
    }

    For example, send a POST request to that URL with the same request in the body.

    92066-1.png

    The response will contain the "RSX2".

     {
                "Identifier": "RSX2",
                "IdentifierType": "Ric",
                "Source": "IUS",
                "Key": "VjF8MHgwMDEwMGIwMDJhZDQ2ZjU2fDB4MDAxMDBiMDAyMmZmNDYxM3xJVVN8RFZRVXxERVJWfEZVVHxEfHxSU1gyfDUwNDI",
                "Description": "RSFM",
                "InstrumentType": "DerivativeQuote",
                "Status": "Valid",
                "ExchangeCode": "IUS",
                "CurrencyCode": "CAD",
                "FuturesAndOptionsType": "Futures",
                "PutCallCode": "",
                "ExpirationDate": "2022-11-14T00:00:00.000Z",
                "AssetStatus": "Active"
            },

    Otherwise, you can change the page size by using the odata.maxpagesize preference in the HTTP request header.

    92066-2.png

    For more information regarding the Server-Driven Paging, please refer to the DSS Key Mechanisms on the DSS REST API Help page.

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