Hello @Mehdi,

Check out the attached example of the two "chained" searches, it is not a fully polished example, but hope it helps:

TRTH_OnDemand_Search.zip

Hello @Mehdi,

I think FuturesAndOptionsSearch may be suitable:

{ {protocol}}{ {host}}{ {api}}Search/FuturesAndOptionsSearch

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "ExchangeCodes": null,
        "IdentifierType": "Ric",
        "Identifier": "FCEK1"
    }
}

resulting in:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.FuturesAndOptionsSearchResult)",
    "value": [
        {
            "Identifier": "FCEK1",
            "IdentifierType": "Ric",
            "Source": "MNP",
            "Key": "VjF8MHgwMDEwMGIwMDI2YTljMzEzfDB4MDAxMDBiMDAyNmFjMDY2NnxNTlB8RFZRVXxERVJWfEZVVHxEfHxGQ0VLMXw1MDM2",
            "Description": "CAC 40 MAY1",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "MNP",
            "CurrencyCode": "EUR",
            "FuturesAndOptionsType": "Futures",
            "PutCallCode": "",
            "ExpirationDate": "2021-05-21T00:00:00.000Z",
            "AssetStatus": "Active"
        }
    ]
}

It does not support chainRIC as identifier, so you have to find expand the chain:

{ {protocol}}{ {host}}{ {api}}Search/HistoricalChainResolution

{
  "Request": {
          "ChainRics": ["0#FCE:"],
      "Range": {
          "Start": "2020-06-12T00:00:00.000Z",
          "End": "2021-06-12T00:00:00.000Z"
      }
  }
}

And then look up expiration dates of the relevant RICs using FuturesAndOptionsSearch

Hi Zova,

I tried your query in the Python API, but it does not work. The ExtractRaw method returns:

Status Code = 400

XXX lineno: 94, opcode: 0

Do you think this should work even in the Python TRTH API? would you have a small piece of Python code to share that i could try because i could not find any documentation about this type of json file to be called in Python?

Thank you again

Hello @Mehdi,

ExtractRaw is not the right request type/endpoint to use.

My suggested approach included two Searches:

{ {protocol}}{ {host}}{ {api}}Search/FuturesAndOptionsSearch

and

{ {protocol}}{ {host}}{ {api}}Search/HistoricalChainResolution

Please see REST API Reference Tree with the complete spec to use.

I have tested the "naked" requests in Postman, so they will work the same in any language that supports HTTP REST interface, including Python.