data request

naaky
naaky Newcomer
edited January 2 in WebSocket API

https://github.com/Refinitiv/websocket-api/blob/master/Applications/Examples/python/market_price.py

We are currently making a real-time data request based on the sample example above.

I want to make sure that I can request data again during the disconnected time when I reconnected in case socket communication is lost, and I wonder if this is possible.

If possible, I would like to know which part of Websocket API_ProtocolSpecification.pdf should I modify the parameters, etc.

Answers

  • Hello @naaky,

    Websockets and the realtime infrastructure can only provide real-time data - retrieving historical data (the data that was missed when disconnected) isn't offered through realtime setup. There are other products like TickHistory and DataPlatform, which allows a REST API access to historical data.

    If you are concerned about disconnects and data loss, the application can be coded to have multiple instances running in the hot-standby mode, in redundant data centers.