Why do future contracts appear to be missing from FuturesAndOptionsSearch?

mike-petrut

Why do there appear to be future contracts missing from the "FuturesAndOptionsSearch" endpoint for the following payload?

{
  "SearchRequest": {
    "FuturesAndOptionsType": "Futures",
    "Identifier": "RS",
    "IdentifierType": "RICRoot"
  }
}

The latest expiration date contract returned is "RSF1^2". However when I do a raw extraction for "RSX2" (which is not returned in the search) I can successfully obtain data? It seems to be a similar situation for the "W" RICRoot too.

Jirapongse

@mike-petrut

Yes, it returns "RSX2" but it is on the next page. By default, it returns 250 entries in the response. To get the next entries, you need to use the URL that appears in the "@odata.nextlink" property at the bottom of the response.

   ],
    "@odata.nextlink": "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch?$skiptoken='MjUw'"
}

For example, send a POST request to that URL with the same request in the body.

The response will contain the "RSX2".

 {
            "Identifier": "RSX2",
            "IdentifierType": "Ric",
            "Source": "IUS",
            "Key": "VjF8MHgwMDEwMGIwMDJhZDQ2ZjU2fDB4MDAxMDBiMDAyMmZmNDYxM3xJVVN8RFZRVXxERVJWfEZVVHxEfHxSU1gyfDUwNDI",
            "Description": "RSFM",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "IUS",
            "CurrencyCode": "CAD",
            "FuturesAndOptionsType": "Futures",
            "PutCallCode": "",
            "ExpirationDate": "2022-11-14T00:00:00.000Z",
            "AssetStatus": "Active"
        },

Otherwise, you can change the page size by using the odata.maxpagesize preference in the HTTP request header.

For more information regarding the Server-Driven Paging, please refer to the DSS Key Mechanisms on the DSS REST API Help page.

gteage

Hi @mike-petrut,

The Tick History User Guide mentions using 'Historic Search' to build the list, it appears it is only this search is intended to be used with Tick History.

The search FuturesAndOptionsSearch is used by DataScope Select users, and may not retrieve the full result set that a Tick History user may expect to be returned.

RIC Root is not supported in Tick History.

Resource: Tick History product page: https://my.refinitiv.com/content/mytr/en/product/tick-history.html

I will look into Tick History's 'Historical Search', the API Reference for this would be here: https://selectapi.datascope.refinitiv.com/RestApi.Help/Context/Operation?ctx=Search&opn=HistoricalSearch, or the Bulk Historical Search: https://selectapi.datascope.refinitiv.com/RestApi.Help/Context/Operation?ctx=Search&opn=HistoricalBulkSearch

Best regards,

Gareth

gteage

I have confirmed with Tick History Product and Derivatives Content Specialists that they are fine with FuturesAndOptionsSearch being used to search for Futures.