@melvin.kian,

I do not believe that it is possible to search for expired options.

I have just made a few tests to confirm that, and managed to get results with an expiry date of 24 May 2019, but nothing prior to that.

For the record, below is the body of the call I made, which returns no results. If you change the date to 24 May 2019 you will get results with an expiry date of 24 May 2019.

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "ExchangeCodes": null,
        "StrikePrice": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
            "From": 1,
            "To": 10000
        },
        "ExpirationDate": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Search.DateValueComparison",
            "ComparisonOperator": "LessThanEquals",
            "Value": "2019-05-23T00:00:00.000Z"
        },
        "IdentifierType": "Ric",
        "Identifier": "ED*",
        "PreferredIdentifierType": "Ric",
        "UnderlyingRic": "ED"
    }
}

@Christiaan Meihsl

Thank you. Is the data available if I manage to find the RIC in an other way or is the data not available in DSS?

@melvin.kian,

it is possible to retrieve historical data using DSS, but you need to bear the following in mind:

• You need to specify in the validation options that you allow historical instruments. This is important because user preferences specified in the GUI do not apply to On Demand API calls. See the example below for how this is done. More on this topic can be found here.
• The availability of data content varies depending on asset class. To check what is available, you can use the Data Content Guide: filter column C to contain the type of data you want to request. The entire list of fields is displayed in column D. You can check availability of each field by asset class in columns O to AH.

Here is an example data retrieval for a future derivative that expired in September 2017:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price",
      "High Price",
      "Low Price",
      "Open Price",
      "Accumulated Volume Unscaled",
      "Bid Price",
      "Asset Type",
      "Quote ID"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
      "InstrumentIdentifiers": [
      { "Identifier": "STXXU7", "IdentifierType": "Ric" }
      ],
      "ValidationOptions": { "AllowHistoricalInstruments": true },
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "AdjustedPrices": true,
      "QueryStartDate": "2017-05-30T00:00:00.000Z",
      "QueryEndDate": "2017-05-31T00:00:00.000Z"
    }
  }
}

It returns the following:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "STXXU7",
            "RIC": "STXXU7",
            "Trade Date": "2017-05-30",
            "Universal Close Price": 3197,
            "High Price": 3203,
            "Low Price": 3203,
            "Open Price": 3203,
            "Accumulated Volume Unscaled": 5,
            "Bid Price": 3191,
            "Asset Type": "DERV",
            "Quote ID": "0x3000000000000000"
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "STXXU7",
            "RIC": "STXXU7",
            "Trade Date": "2017-05-31",
            "Universal Close Price": 3205,
            "High Price": 3215,
            "Low Price": 3215,
            "Open Price": 3215,
            "Accumulated Volume Unscaled": 5,
            "Bid Price": 3194,
            "Asset Type": "DERV",
            "Quote ID": "0x3000000000000000"
        }
    ],
    "Notes": [
        ...
    ]
}

Hope this helps.

Thank you @Christiaan Meihsl

What is the best way for me to extract historical equity option data for expired options?

Since I cannot search them, is there a way to re-build the RIC for such options? or another identifier?

Thnak you.