Is there any way to resolve the RIC code based on RIC root for futures via API?

sudan.pandey

Hi , It seems that to pull the prices via API for any future we have to setup RIC Code per Maturity level and request. Is it possible to somehow just filter with RIC roots and get all futures RIC code resolve automatically? Let's say for NGMM RIC root can we receive the prices for all Futures without setting up individual RIC code per maturity level e.g.

NGMMc2

NGMMc3

---- so on.

Jirapongse

@sudan.pandey

Thanks for reaching out to us.

You can try the /Search/FuturesAndOptionsSearch endpoint. The request message looks like this:

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "ExchangeCodes": null,
        "StrikePrice": null,
        "ExpirationDate": null,
        "IdentifierType": "RICRoot",
        "Identifier": "NGMM",
        "PreferredIdentifierType": "Ric",
        "AssetStatus": "Active"
    }
}

You can specify the odata.maxpagesize in the Prefer HTTP header to 500 to get all results without paging.

The output looks like this:

For more information regarding the parameters of the /Search/FuturesAndOptionsSearch endpoint, please refer to the REST API Reference Tree.

I hope this will help.

sudan.pandey

@Jirapongse Thank you for prompt reply. I tried and it's working at my end. I have one more question. Can we also get the RIC code only subscribed or pay by my client? For e.g. same NGMM RIC root , my client wants only prices for few maturity months until 2024 Dec. How can we avoid request for RIC code where my client doesn't want price for ?

Jirapongse

@sudan.pandey

You can set the expiration date.

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "ExchangeCodes": null,
        "StrikePrice": null,
        "ExpirationDate": {
            "@odata.type": "#DataScope.Select.Api.Search.DateRangeComparison",
            "From": "2023-01-10T00:00:00.000Z",
            "To": "2024-01-31T00:00:00.000Z"
        },
        "IdentifierType": "RICRoot",
        "Identifier": "NGMM",
        "PreferredIdentifierType": "Ric",
        "AssetStatus": "Active"
    }
}

Please refer to the REST API Reference Tree for other parameters and usages.

sudan.pandey

Hi, Thanks for the help again. I tried to search 5-6 RIC code based on the root available. However for Ric Root = PROCNWEM , The response give {} could you please help me why I am not getting Ric Code for this root?

"IdentifierType": "RICRoot",

"Identifier": "PROCNWEM",

"PreferredIdentifierType": "Ric",

"AssetStatus": "Active"

Jirapongse

@sudan.pandey

You can try the Search/CommoditySearch endpoint.

The request looks like this:

{
    "SearchRequest": {
        "KeywordQuery": "PROCNWEM",
        "AssetStatus": "Active",
        "PreferredIdentifierType": "Ric"
    }
}

The output is:

sudan.pandey

Thanks for the answer. It's working for the commodity.