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bmcelroy avatar image
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How to query historical futures for a given underlying?

I would like to query historical futures for a given underlying (HSI or KOSPI200 for example)?

I can use /Search/FuturesAndOptionsSearch, which allows an `UnderlyingRic` to search for current futures, but I can't find any documentation for an equivalent option in HistoricalSearch or HistoricalCriteriaSearch.

tick-history-rest-apihistoricalfuturesquery-string
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bmcelroy avatar image bmcelroy

bumppppppp

2 Answers

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bmcelroy avatar image
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The answer was to use a combination of HistoricalChainResolution and ReferenceHistory.

A HistoricalChainResolution of '0#HSI:' yielded futures and ReferenceHistory gave me the information I required.

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Christiaan Meihsl avatar image Christiaan Meihsl

@bmcelroy, thank you for sharing the solution :)

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Jirapongse avatar image
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Yes, you are correct. There is no UnderlyingRic option in HistoricalSearch and HistoricalCriterialSearch. Therefore, those endpoints don't support UnderlyingRic.

Please contact TRTH V2 support team via Contact Us for confirmation and solution.

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