Derivative Ric resolution

david.p.newman
david.p.newman
in DSS

What is the best way to resolve a Ric for a derivative (OPTION/FUTURE)? I know there is a mechanism to do this using SFTP, but is there a way using an http api. Thanks.

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  • david.p.newman
    david.p.newman

    Thanks for the reply. I've read the tutorial but am struggling to determine which properties I need to supply to get the ric code. Consider the following security: Isin: EU0009658145, with strike price of 2800, expiry date of 2020-12-18. I do not get any values in the response. Any ideas? Thanks.

    {
      "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "ExchangeCodes": null,
        "StrikePrice": {
          "@odata.type": "#DataScope.Select.Api.Search.NumericRangeComparison",
          "From": 2000,
          "To": 4000
        },
        "ExpirationDate": {
          "@odata.type": "#DataScope.Select.Api.Search.DateValueComparison",
          "ComparisonOperator": "GreaterThanEquals",
          "Value": "2020-12-10T00:00:00.000Z"
        },
        "IdentifierType": "Isin",
        "Identifier": "EU0009658145"
      }
    }
  • Jirapongse
    Jirapongse

    I got the same result when using DSS Web GUI.

    I checked and found that EU0009658145 is .STOXX50E index.

    How can you do it in SFTP?


  • david.p.newman
    david.p.newman

    I have another example for which I definitely get a response from the SFTP service, but am getting no values in the response from the http api.

    Isin: ES0B00133438

    ExpirationDate: 2024-04-19

    ExchangeCode: MRV


    {
      "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "ExchangeCodes": ["MRV"],
        "ExpirationDate": {
          "@odata.type": "#DataScope.Select.Api.Search.DateValueComparison",
          "ComparisonOperator": "GreaterThanEquals",
          "Value": "2024-04-19T00:00:00.000Z"
        },
        "IdentifierType": "Isin",
        "Identifier": "ES0B00133438"
      }
    }

    Thanks...

  • Jirapongse
    Jirapongse

    @david.p.newman

    You need to contact the Datascope Select support team direclty via MyRefinitiv to verify which report templates or searches that can provide the required data.

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