TTF Option Settlement prices via DSS

mpl

I want to get the settlement price for a specific identifier. I have tried with the following request, but this returns a response code of 400. What am I doing wrong?

1. {
   
2. "ExtractionRequest": {
   
3. "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
4. "ContentFieldNames": [
5. "Settlement Date",
6. "Settlement Price",
7. "Universal Close Price Date",
8. "Universal Close Price",
9. "Contract Month and Year",
10. "RIC",
11. ],
12. "IdentifierList": {
    
13. "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
14. "InstrumentIdentifiers": [
15. {
    
16. "Identifier": "TFOM3000Q4",
17. "IdentifierType": "Ric"
18. }
19. ]
20. }
21. }
22. }

raksina.samasiri

Hi @mpl ,

Could you please try remove comma after RIC ContentFieldNames, and some fields are not valid so it returns 400 error, so I've fixed them as below

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
    "ContentFieldNames": [
      "Settlement Date",
      "Settlement Price",
      "Official Close Date",
      "Official Close Price",
      "Contract Date",
      "Contract Month",
      "RIC"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "Identifier": "TFOM3000Q4",
          "IdentifierType": "Ric"
        }
      ]
    }
  }
}

I tried and can make an API call successfully

To list all available field of each report, you can use

GET {{protocol}}{{host}}{{api}}Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'IntradayPricing')

The tutorial can be found at https://developers.lseg.com/en/api-catalog/datascope-select/datascope-select-rest-api/tutorials#rest-api-tutorial-2-on-demand-end-of-day-extraction , you'll need to change ReportTemplateTypes from 'EndOfDayPricing' to 'IntradayPricing'

Hope this helps and please let me know in case you have any further questions

mpl

The data I specifically want is price and delta