Hello,
I was wondering if there are "ContentFieldNames" for contract year and month? Using [second last, last] characters in the RIC for [month, year] is sometimes unreliable for me, since I have instruments that expire in 10+ years (e.g. NGZ34 for natural gas December 2034). I would prefer not to implement my own parsing logic if not necessary.
Using "Expiration Date" isn't plausible either. For example, CLZ2 (light crude December 2022) expires 2022-11-21.
Sample Query:
{"ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest", "ContentFieldNames": [ "RIC", "RIC Root", "Underlying RIC", "Security Description", "Periodicity", "First Trading Date", "First Notice Day", "Last Trading Day", "Expiration Date"], "IdentifierList": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ { "Identifier": "0#CL:", "IdentifierType": "ChainRIC" } ] } } }
Thanks!