While using HistoricalCriteriaSearch or FuturesAndOptionsSearch API in TRTH
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
}
}