Is there an option within the Futures & Options search function in DSS API with Exchange filter?

Nowshad

Our client has been searching futures and options data within the Futures and Options search function in DSS. They have the challenge where the business teams provide the payment team with about 10 securities a month that don't have RICs or ISINs. The payment team is happy with the data retrieved through the GUI search option and wish to automate it in to their platform.

Client comments:

The idea is to integrate this in our cost calculation application. I’ve been experimenting with this and am able to get results via DataScope.Select.Api.Search.FuturesAndOptionsSearchRequest.

It does however seem important to run the search requests for a specific exchange code. Searching on ALL is just too time-consuming or even timeouts.

What I’m now looking for is a way to programmatically retrieve this list of exchange codes (from the DSS api?) in order to offer it on our search screen.

Could you please check with your tech colleagues or maybe point me to some online LSEG article that explains how to do this.

Can you please help me with supporting documentation for the client?

Jirapongse

@Nowshad

Thank you for reaching out to us.

Yes, the FuturesAndOptionsSearch in the DSS REST API supports the ExchangeCodes property. Please refer to the DSS REST API Reference Tree. For example:

{

    "SearchRequest": {

        "FileCodes": null,

        "CurrencyCodes": null,

        "ExchangeCodes": [

            "LSE","LCE"

        ],

        "StrikePrice": null,

        "ExpirationDate": null,

        "PreferredIdentifierType": "Ric",

        "AssetStatus": "Active"

    }

}

You can also refer to the REST API Tutorial 13: Search for a Future or Option tutorial.

To get the list of exchanges, you can use this endpoint with the HTTP GET method.

https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/GetExchanges