Python API refinitiv.data , how to query internal RIC (ATS)

fabien.marcaillou

Hi,

I would like to perform the same query(in Excel) with Python Data library API:

This return NA (but works for XAG):

Thanks for the help.

Regards

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Accepted answers

jason.ramchandani01

@fabien.marcaillou I believe you would need to get a snapshot price from a websocket connection - specifying the DTS source using the service parameter.

stream = rd.open_pricing_stream(
    universe=['WMAUDCHF'],
    service = 'DTS',
    fields=['BID', 'ASK']
)

stream.open()

stream.get_snapshot()

Please see if this can work for you. I got this from the RD library Access Layer - Pricing Stream example on github here. I hope this can help.

All comments

Jirapongse

@fabien.marcaillou

Thanks for reaching out to us.

The RD Library can be configured to connect to the locally deployed RTDS.

 "sessions": {
        "default": "platform.deployed",
        "platform": {
            "rdp": {
                "app-key": "<app key>",
                "username": "<rdp user>",
                "password": "<rdp password>"
            },
            "deployed": {
                "app-key": "<app key>",
                "realtime-distribution-system": {
                    "url" : "127.0.0.1:15000",
                    "dacs" : {
                        "username" : "api",
                        "application-id" : 256,
                        "position" : ""
                    }
                }
            }
        },
...

Then, you can use the following code to retrieve data from the ATS or DTS service on the local RTDS.

non_streaming = rd.content.pricing.Definition(
    ['TEST.BK'],    
    service="ATS"
).get_stream()

# We want to just snap the current prices, don't need updates
# Open the instrument in non-streaming mode
non_streaming.open(with_updates=False)

# Snapshot the prices at the time of the open() call
non_streaming.get_snapshot()

The output is:

These are services available on my local ADS.

jason.ramchandani01

@fabien.marcaillou I believe you would need to get a snapshot price from a websocket connection - specifying the DTS source using the service parameter.

stream = rd.open_pricing_stream(
    universe=['WMAUDCHF'],
    service = 'DTS',
    fields=['BID', 'ASK']
)

stream.open()

stream.get_snapshot()

Please see if this can work for you. I got this from the RD library Access Layer - Pricing Stream example on github here. I hope this can help.

fabien.marcaillou

Thanks everyone for the answers, it's working now.

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