While using HistoricalCriteriaSearch or FuturesAndOptionsSearch API in TRTH, I was wondering if it is possible to specify a regex style identification in the 'Identifier' key,
e.g. If i want the results for HSI*D2.HF and HSI*P2.HF in the same search request, how would I specify it? Example RIC expected in output HSI14600D2.HF
What changes do I need to make to the below code:
https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalCriteriaSearch
{"Request":
{"Range":
{"End":"2022-12-10T23:59:59.999",
"Start":"2022-04-01T00:00:00.000"},
"RicPattern":"^HSI[ABCDEFGHIJKLMNOPQRSTUVWXYZ][D2.HF]$",
"ExpiryDate":null,
"OptionMonthCodes":null,
"OptionTypeCodes":null,
"CouponRate":null,
"StrikePrice":null,
"MaturityDate":null,
"BondTypeCodes":null,
"ContributorIds":null,
"CountryCodes":null,
"CurrencyCodes":null,
"ExchangeCodes":null,
"FutureMonthCodes":null,
"InstrumentTypeCodes":null
}}
Hello @mohamed.hisham ,
You could specify it with HistoricalCriteriaSearch :
{ {protocol}}{ {host}}{ {api}}Search/HistoricalCriteriaSearch {"Request": {"Range": {"End":"2022-12-10T23:59:59.999", "Start":"2022-04-01T00:00:00.000"}, "RicPattern":"^HSI[0-9]{5}[D,P]2.HF$", "ExpiryDate":null, "OptionMonthCodes":null, "OptionTypeCodes":null, "CouponRate":null, "StrikePrice":null, "MaturityDate":null, "BondTypeCodes":null, "ContributorIds":null, "CountryCodes":null, "CurrencyCodes":null, "ExchangeCodes":null, "FutureMonthCodes":null, "InstrumentTypeCodes":null }}
If you are looking to use FuturesAndOptionsSearch- it is more aligned with the nature of the instrument- Option.
Letters D and P denote expiration months. I.e. April, May, etc. and you would be looking for a specific range of expiration months. So to look up the expiration date range that you require, rather then a discrete list of months, could be simple:
{ {protocol}}{ {host}}{ {api}}Search/FuturesAndOptionsSearch "SearchRequest": { "FileCodes": null, "CurrencyCodes": null, "ExchangeCodes": null, "AssetStatus": "Active", "StrikePrice": null, "ExpirationDate": { "@odata.type": "#DataScope.Select.Api.Search.DateRangeComparison", "From": "2022-04-01T00:00:00.000Z", "To": "2022-06-30T00:00:00.000Z" }, "IdentifierType": "RICRoot", "Identifier": "HSI*", "FuturesAndOptionsType": "Option } }