I see an inconsistency in the results returned by DSS REST FuturesAndOptionsSearch API when requests are made using different parameters. Below is the scenario.
1) Search by limiting the results using a small range for Strike price
{
"SearchRequest": {
"StrikePrice": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
"From": 110,
"To": 120
},
"ExpirationDate": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.DateRangeComparison",
"From": "2020-05-01T00:00:00.000Z",
"To": "2020-05-31T00:00:00.000Z"
},
"AssetStatus": "Active",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": "AAPL.O"
}
}
for above query I got 8 matches.
2) Search by using a wide range for Strike Price
{
"SearchRequest": {
"StrikePrice": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.NumericRangeComparison",
"From": 1,
"To": 999
},
"ExpirationDate": {
"@odata.type": "#ThomsonReuters.Dss.Api.Search.DateRangeComparison",
"From": "2020-05-01T00:00:00.000Z",
"To": "2020-05-31T00:00:00.000Z"
},
"AssetStatus": "Active",
"PreferredIdentifierType": "Ric",
"UnderlyingRic": "AAPL.O"
}
}
for above i got 672 results. But only one result from the first search (step 1) was included in this result set. But theoretically all the results from the first search should be included in the results of this search.
Please help me to identify the reason for this discrepancy.
