Problem with Expiration Date in API REST when querying for EndOfDay Instruments

jmcalama01
jmcalama01
in DSS

I can't get the expiration date using C# API REST. Also, if I try to get it by using Postman, I have the same result, The ContentFieldName "Expiration Date" has null value

This is the request I used:

{

  "ExtractionRequest": {

    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",

    "ContentFieldNames": [

      "Expiration Date",

      "Trade Date",

      "Settlement Price"

    ],

    "IdentifierList": {

      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

      "InstrumentIdentifiers": [

        { "Identifier": "TFMBMc1", "IdentifierType": "Ric" }

      ]

    },

    "Condition": null

  }

}


And the Response:

{

    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",

    "Contents": [

        {

            "IdentifierType": "Ric",

            "Identifier": "TFMBMc1",

            "Expiration Date": null,

            "Trade Date": "2022-05-19",

            "Settlement Price": 91.024

        }

    ],

    "Notes": [

        "Extraction Services Version 16.0.43633 (806c08a4ae8f), Built May  9 2022 17:21:13\r\nHoliday Rollover of Universal Close Price requested.\r\nProcessing started at 05/20/2022 11:34:03.\r\nUser ID: 9027518\r\nExtraction ID: 591111898\r\nCorrelation ID: CiD/9027518/AAAAAA.08052b6af77deb5b/RA/EXT.591111898\r\nSchedule: _OnD_0x08052b6af78deb5b (ID = 0x08052b6af93deb5b)\r\nInput List (1 items): _OnD_0x08052b6af78deb5b (ID = 08052b6af81deb5b) Created: 05/20/2022 11:34:02 Last Modified: 05/20/2022 11:34:02\r\nSchedule Time: 05/20/2022 11:34:02\r\nReport Template (9 fields): _OnD_0x08052b6af78deb5b (ID = 0x08052b6af79deb5b) Created: 05/20/2022 11:34:02 Last Modified: 05/20/2022 11:34:02\r\nProcessing completed successfully at 05/20/2022 11:34:03, taking 0.245 Secs.\r\nExtraction finished at 05/20/2022 09:34:03 UTC, with servers: x01a02, QSDHA1 (0.0 secs), QSHC19 (0.1 secs)\r\nUsage Summary for User 9027518, Client 112293, Template Type EOD Pricing\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type                                Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      1 Derivatives                                                      N/A            N/A\r\n-------\r\n      1 Total instrument charged.\r\n      0 Instruments with no reported data.\r\n=======\r\n      1 Instrument in the input list.\r\nNo Evaluated Pricing Service complex usage to report -- 1 Instrument in the input list had no reported data.\r\nWriting RIC maintenance report.\r\n",

        "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n"

    ]

}

This happens for all Instruments that I need the Expiration Date for:

TFMBMcXX, PEGNORDMcX, PEGNORDQcX, PEGNORDScX, PEGNORDYcX, ...

help me, please

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Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    Hello @jmcalama01 ,

    I reproduce the same result as you via Postman call- Expiration Date is not populated.

    With DSS GUI I have requested the same instrument, and Expiration date is not populated, so the result is consistent.

    So I conclude that Expiration Date information is not available for this instrument.

    The following is strictly a guess, as I am a developer, not a content expert:

    This instrument is a monthly future. If it expires always on some known date, for example, at the end of the same month that it is active on, or if there is some other known convention, such as "expires on the first Friday of the month", it will not need to have Expiration Date populated, from Trade Date we will be able to always figure out the Expiration Date per knowing this convention for this specific type of instrument.

    To gain more insight into this content, I would suggest to open a content case with Refinitiv content experts directly, via Refinitiv Helpdesk Online -> Content -> DSS.

    Let us know if you are unable to proceed- and we will give a hand.

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