I am iterating through rics in a futures chain to get the metadata on each contract. However, some of these rics are returning metadata and others are not. What is the cause of this?
requestUrlChain = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalChainResolution" requestUrlFut = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch" requestBody={ "Request": { "ChainRics": ["0#FCE:"], "Range": { "Start": "2020-06-12T00:00:00.000Z", "End": "2021-06-12T00:00:00.000Z" } } } r2 = requests.post(requestUrlChain, json=requestBody,headers=requestHeaders) status_code = r2.status_code if status_code == 200 : r2Json = json.loads(r2.text.encode('ascii', 'ignore')) json_formatted_str = json.dumps(r2Json['value'][0]['Constituents'], indent=2) for id in r2Json['value'][0]['Constituents']: # futures search requestBody={ "SearchRequest": { "IdentifierType": "Ric", "Identifier": id['Identifier'] #"FCEK1" } } r3 = requests.post(requestUrlFut, json=requestBody,headers=requestHeaders) status_code = r3.status_code if status_code == 200 : r3Json = json.loads(r3.text.encode('ascii', 'ignore')) json_formatted_str = json.dumps(r3Json, indent=2) print('RIC: '+id['Identifier']) print(json_formatted_str)
Attached images show some output