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sheldon.rong avatar image
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Populate chain of RICs for tick history data

Hi,

We would like to download all tick history data related to an index instrument, say (HSIc1) for the last 10 years, this include all the futures and options associate with it.

Does the tick history API has any functionality to return all the future and options RIC information related to HSIc1? To be more specific, I would like to seek for an API that takes HSIc1 as an input and return a list of ric name string which basically includes all options and futures associated with this index. e.g. ['HSIM8' ,'HSIN8', 'HSIZ2', etc...]

Cheers,

Sheldon

tick-history-rest-api
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1 Answer

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veerapath.rungruengrayubkul avatar image
11.3k ●25 ●8 ●13

@sheldon.rong

I'm not content expert, but you may use <0#HSI:> and <0#HSI*.HF> Chain RICs to retrieve list of instruments for Hang Seng Index Futures and Index Option respectively.

For API, you can use Historical Chain Resolution to get list of instruments provided by the chain.

POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution
{
  "Request": {
    "ChainRics": [
      "0#HSI:"
    ],
    "Range": {
      "Start": "2018-07-01T00:00:00.000Z",
      "End": "2018-07-24T00:00:00.000Z"
    }
  }
}

You may also pass the Chain RIC as an instrument in an extraction request. TRTH will automatically expand constituent RICs for the extraction.

"IdentifierList": {"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers": [
{"Identifier": "0#HSI:",
"IdentifierType": "ChainRIC"}
]

If the Chain RICs do not provide the instrument list you are looking for, please contact Content support team for content search and explanation by following the link:

http://my.thomsonreuters.com/ContactUsNew .

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