Get only monthly or quarterly futures
Hi Team,
I'm using below code to get the Futures data by RootRic level. Is it possible to add some parameter for getting only monthly periodicities please?
SearchContext.FuturesAndOptionsSearch( FuturesAndOptionsSearchRequest.Create( FuturesAndOptionsType.Futures, //Futures and Options Type
null, //Put Call
null, //File Codes
null, //Underlying RIC
null, //Excersize Style
null, //Currency Code
null, //Description
null, //Exchange Codes
null, //Strike Price
null, //Expiration Date
FuturesAndOptionsStatus.Active, //Status
IdentifierType.RICRoot, "MAL",
//Identifier IdentifierType.Ric));
Template that using: Futures and Options Search, Futures and Options: Wildcard .
Best Answer
-
Hello @oleksii.maievskyi,
I do not believe this filtering by period, or analogous filtering, is part of Futures and Options Search, as I do not find it exposed via DSS GUI, and reviewing FuturesAndOptionsSearch in REST API Reference Tree spec, I do not find it included.
You may proceed by discarding the results that you do not require, from the overall results returned via search; and may wish to consult with DSS content experts on how to identify and filter the results that you require, by directly contacting via Refinitiv Helpdesk Online -> Content -> DSS
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