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Retrieve Last trading day for future chain using DSS API

Hi,

Do you have example on how to retrieve Last trading day for future chain (within a specific date range) using chain RIC?

Thanks in advance!

dss-rest-apichain-ric
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Hello @celeste.hong ,

Historical Reference Extraction Request can be used to retrieve history for a future chain, the request is limited by date range:

{
                {protocol}}{
                {host}}{
                {api}}Extractions/ExtractWithNotes
{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
"ContentFieldNames": [
    "RIC",
    "Start date",
    "Change Date",
    "Expiration Date",
    "Last Trading Day"
],
"IdentifierList": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
    {"Identifier": "0#SLW:", "IdentifierType": "ChainRIC" }
],
    "ValidationOptions": {
        "AllowHistoricalInstruments": true
    },
    "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
        "StartDate": "2018-01-01T00:00:00.000Z",
        "EndDate": "2021-11-10T00:00:00.000Z"
    }

}

}

The result looks like:

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "ChainRIC",
            "Identifier": "0#SLW:",
            "RIC": "SLWU1",
            "Start date": null,
            "Change Date": "2020-08-21",
            "Expiration Date": "2021-09-17",
            "Last Trading Day": null
        },
        {
            "IdentifierType": "ChainRIC",
            "Identifier": "0#SLW:",
            "RIC": "SLWU1",
            "Start date": null,
            "Change Date": "2020-08-24",
            "Expiration Date": "2021-09-17",
            "Last Trading Day": "2021-09-17"
        },
        {
            "IdentifierType": "ChainRIC",
            "Identifier": "0#SLW:",
            "RIC": "SLWU1^2",
            "Start date": null,
            "Change Date": "2021-09-21",
            "Expiration Date": "2021-09-17",
            "Last Trading Day": "2021-09-17"
        },
...

Let us know how this works on your side?




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Hi @zoya faberov ,

Thank you so much for your prompt reply. I am new to DSS, this is really helpful!

Questions:

1. It seems "Expiration Date" is available in Historical Reference Extraction Request, but not always for "Last Trading date", are they the same? Should I refer to "Expiration date" instead of "Last Trading Day"?

2. Is there a Historical Reference Extraction Request equivalent functionality on the DSS UI? So that my user can use to verify result.

Thanks.

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@celeste.hong

You can refer to the Refinitiv DataScope Select Data Content Guide which provides definitions of all of the data fields available in DataScope Select.

I found that the "Last Trading Date" field is available in several report templates, such as Composite, and Price History.

1655700724837.png

You can specify the "QueryStartDate" and "QueryEndDate" conditions in the Price History Extraction.

1655700913652.png

Otherwise, you can contact the Datascope Select support team directly via MyRefinitiv to explain the fields' descriptions or find the report templates and fields for you.



1655700724837.png (6.6 KiB)
1655700913652.png (35.1 KiB)
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Thank you so much, I found the Price History report template, this is really helpful.

Thanks again!

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Hello @celeste.hong ,

Historical Reference request is available via DSS GUI:

histref.gif

if the user wishes to verify the result via GUI



histref.gif (13.1 KiB)
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Hi @zoya faberov ,

Sorry for my ignorant, I can't find the "Historical Reference" menu, could it be that my account does not have permission?

1655794960876.png


1655794960876.png (52.9 KiB)
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Hello @celeste.hong ,

We are glad to answer if we can.

It is possible.

Did you look under Datascope Select -> Report Templates-> Create,

and scroll down to "Reference Data" section?