Contract Specification via Tick History

Marcel
Marcel
in TRTH

Good day,

I am trying to get, via the RTH REST API, the details for future contract specifications. As an example I have the RIC <IEU/LCO>. I am able to get this via the "View Page" option under the Historical search, like so:

contract-specs.png

The good thing about using this option being a "Search" option, is also that this will not count towards RTH usage Quota. How could we get this same functionality via the API.

Thank you very much,

Marcel

Tagged:

Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @Marcel,

    The page you are referring to "IEU/LCO" is a Speed Guide page and can be retrieved using TickHistory Raw extraction request with atleast 7 days history request. E.g.query:

    {
      "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
        "IdentifierList": {
          "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "InstrumentIdentifiers": [{
              "Identifier": "IEU/LCO",
              "IdentifierType": "Ric"
            }
          ],
          "ValidationOptions": {
            "AllowHistoricalInstruments": True
          },
          "UseUserPreferencesForValidationOptions": False
        },
        "Condition": {
          "MessageTimeStampIn": "GmtUtc",
          "ReportDateRangeType": "Range",
          "QueryStartDate": "2021-01-01T06:20:00.000Z",
          "QueryEndDate": "2021-01-20T06:40:00.000Z",
          "DisplaySourceRIC": True,
          "ExtractBy": "Ric",
          "SortBy": "SingleByRic",
          "DomainCode": "MarketPrice",
        }
      }
    }

    Result:

    IEU/LCO,Market Price,2021-01-16T02:48:11.539865740Z,+0,Raw,REFRESH,,,,,3245,82,79,,38
    ,,,,FID,1,,PROD_PERM,3245,
    ,,,,FID,2,,RDNDISPLAY,151,
    ,,,,FID,259,,RECORDTYPE,226,
    ,,,,FID,315,,ROW80_1,ICE BRENT CRUDE OIL CONTRACT DETAILS                                     IEU/LCO,
    ,,,,FID,316,,ROW80_2,"Contract Details, Trading Hours, for the ICE BRENT CRUDE OIL FUTURE.            ",
    ,,,,FID,317,,ROW80_3,"                                                                                ",
    ,,,,FID,318,,ROW80_4,"FUTURES CHAIN     - <0#LCO:>,Sprd Alias <0#LCOc-:>                              ",
    ,,,,FID,319,,ROW80_5,"LCO SPREADS       -<0#LCO-:>,<0#LCOT-:>,<0#WTCL-LCO:>,<0#LGO-LCO:>,<0#LCO-MID:> ",
    ,,,,FID,320,,ROW80_6,"OPTIONS & TAS CHAIN  -  <0#LCO+> <0#LCOT:> <0#LCOmm:> <0#LCOmd:>                ",
    ,,,,FID,321,,ROW80_7,"AT THE MONEY OPTIONS -  <0#LCO++>                                               ",
    ,,,,FID,322,,ROW80_8,"ICE CRACK Page & Chain -  <1930GASOILCRACK> & <0#1930LGO-LCO:>                  ",
    ,,,,FID,323,,ROW80_9,"DELIVERY MONTHS      -  All months         CURRENCY             -  USD          ",
    ,,,,FID,324,,ROW80_10,"TRADING MONTHS       -  Up to 96 consecutive months                             ",
    ,,,,FID,325,,ROW80_11,"LAST TRADING DAY     -  Business day of the second month preceding the          ",
    ,,,,FID,326,,ROW80_12,"                        relevant contract month (e.g. the March contract month  ",
    ,,,,FID,327,,ROW80_13,"                        will expire on the last Business Day of January).       ",
    ,,,,FID,328,,ROW80_14,"MIN. PRICE MOVE      -  1 Cent per barrel                                       ",
    ,,,,FID,329,,ROW80_15,"TICK VALUE           -  USD 10                                                  ",
    ,,,,FID,330,,ROW80_16,"TRADING HOURS        -  Open 23:00 -Sunday Close 23:00(UK Time) - Monday        ",
    ,,,,FID,331,,ROW80_17,"                        Open 01:00 Close 23:00(UK Time) - Tuesday-Friday        ",
    ,,,,FID,332,,ROW80_18,"Settlement           -  Settle prices will be two minutes from                  ",
    ,,,,FID,333,,ROW80_19,"                        19:28:00(UK Time) - (Futures)                           ",
    ,,,,FID,334,,ROW80_20,"                        19:30 (London time). Physical delivery of the contract  ",
    ,,,,FID,335,,ROW80_21,"Brent AM Marker      -  08:30 London time and Singapore 16:30                   ",
    ,,,,FID,336,,ROW80_22,"Brent PM Marker      -  16:30 London time and UK 16:30                          ",
    ,,,,FID,337,,ROW80_23,"Prices are based upon a lot size of 1000 barrels per lot. Prices are number of  ",
    ,,,,FID,338,,ROW80_24,"ticks per lot with each tick having a value of  USD 10. Thus a quote of 2894 is ",
    ,,,,FID,339,,ROW80_25,"2894 ticks per lot. Per barrel the price is equivalent to Number of ticks/lot   ",
    ,,,,FID,5357,,CONTEXT_ID,2704,
    ,,,,FID,6401,,DDS_DSO_ID,4117,
    ,,,,FID,6480,,SPS_SP_RIC,.[SPSDC8,
    ,,,,FID,6835,,DELBY_DT,,
    ,,,,FID,8595,,CTB_ID,,
    ,,,,FID,8599,,CTB_ID2,,
    ,,,,FID,8600,,CTB_ID3,,
    ,,,,FID,8601,,CTB_ID4,,
    ,,,,FID,8602,,CTB_ID5,,
    ,,,,FID,8635,,RCS_AS_CL2,,

    I don't think speed guide pages count towards any usage quote, but please check with your Refinitiv account manager to be sure.

Answers

  • Marcel
    Marcel

    Hi Gurpreet,

    I was aware of the TH Raw but if this was not counted towards Quota it would be a great solution indeed.

    I will check with PUBS about this.

    Many thanks!

    Rgds,
    Marcel

Categories