I’m trying to stream prices using the lseg api.
I was using a config file to set up the session:
with open(self.config_file_name, "w") as config_file:
config_file.write(json.dumps(self.config_dict, indent=4))
self._session = rd.open_session(config_name=self.config_file_name)
This works well, but when I deploy to AWS the connection fails. I think it’s because I don’t have permissions to write files on the cloud.
I tried to set up the session without using the config:
session = rd.session.platform.Definition(app_key =self.appKey, grant = rd.session.platform.GrantPassword(username=self.user, password=self.password), signon_control=True).get_session()rd.session.set_default(session)self._session = rd.open_session()
This seems to open a connection, and then I can open the stream:
rd.open_pricing_stream(universe=codes, fields=fields, on_data=lambda stream, instrument_name, fields: threading.Thread(target=connection.process_stream_updates, args=(instrument_name,stream)).start())return cls._instance
But then I don’t see the prices streaming.
In short, what I’m trying to do is to open a connection, without using a config file, is that possible?