(DSS REST API help) Using Futures and Options, I need closing price over the next few months

raghu.icecraft
raghu.icecraft
in DSS

Used POST request,
https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch

And request body is 

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "ExchangeCodes": null,
        "StrikePrice": null,
        "ExpirationDate": null,
        "IdentifierType": "Ric",
        "Identifier": "SB*",
        "PreferredIdentifierType": "Ric"
    }
}




Sample output obtained is 

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#Collection(DataScope.Select.Api.Search.FuturesAndOptionsSearchResult)",
    "value": [
        {
            "Identifier": "SB-6=R",
            "IdentifierType": "Ric",
            "Source": "TRC",
            "Key": "VjF8MHgwMDEwMGIwMDBhYjg0YjQxfDB4MDAxMDBiMDAwYWI4NGI0MHxUUkN8RFZRVXxERVJWfEZVVHxEfHxTQi02PVJ8NjAxMA",
            "Description": "IUS Sugar No.11 6 Month Electronic Commodity Spread Contract",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "TRC",
            "CurrencyCode": "USc",
            "FuturesAndOptionsType": "Futures",
            "PutCallCode": "",
            "AssetStatus": "Active"
        },
        {
            "Identifier": "SB-1=R",
            "IdentifierType": "Ric",
            "Source": "TRC",
            "Key": "VjF8MHgwMDEwMGIwMDBhYjg0YjY3fDB4MDAxMDBiMDAwYWI4NGI2NnxUUkN8RFZRVXxERVJWfEZVVHxEfHxTQi0xPVJ8NjAxMA",
            "Description": "ICE US Sugar No 11 1 Month Electronic Spread",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "TRC",
            "CurrencyCode": "USc",
            "FuturesAndOptionsType": "Futures",
            "PutCallCode": "",
            "AssetStatus": "Active"
        }
}


I am looking for this kind of data (This sample is from NYB exchange website).
I need latest price for the day, Open, High and Low.

image_50_1_50.png
image-50-1-50.png


Does not matter, even If we have to call multiple Rest APIs, can we get the tabular data like above image ?


-Raghu

Tagged:

Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @raghu.icecraft

    Thanks for reaching out to us.

    You need to know which report templates that can be used to extract the required data. You can refer to the Refinitiv DataScope Select Data Content Guide which provides definitions of all of the data fields available in DataScope Select.

    You can try EndOfDayPricingExtractionRequest, IntradayPricingExtractionRequest, or CompositeExtractionRequest.

    For example, the CompositeExtractionRequest looks like this:

    {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
            "ContentFieldNames": [
                "Open Price",
                "High Price",
                "Low Price",
                "Close Price"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "SB-6=R",
                        "IdentifierType": "Ric"
                    },
                    {
                        "Identifier": "SB-1=R",
                        "IdentifierType": "Ric"
                    }
                ]
            }
        }
    }

    The output looks like this:

     "Contents": [
            {
                "IdentifierType": "Ric",
                "Identifier": "SB-6=R",
                "Open Price": 0.2,
                "High Price": 0.35,
                "Low Price": 0.08,
                "Close Price": 0.29
            },
            {
                "IdentifierType": "Ric",
                "Identifier": "SB-1=R",
                "Open Price": 0.32,
                "High Price": 0.5,
                "Low Price": 0.31,
                "Close Price": 0.46
            }
        ],

    The output will be in JSON format or Comma-Separated Values (CSV).

    Otherwise, you can contact the Datascope Select support team directly via MyRefinitiv to ask for the report templates and fields that can provide the required data.

    I hope that this information is of help.

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