Are the Python RD API functions available with RTO ? Eg HistoricalSummaries.
@navtej.riyait
Thank you for reaching out to us.
The RD Library can connect to RTO via the Platform session. It can also retrieve data from historical pricing APIs.
RTO and historical pricing APIs are diffrerent endpoints.
There is an LSEG platform for Surveillance called LSEG Trade Surveillance (LTS) that us being developed in AWS. Here we will be developing FX trade alerts and some of these alerts require historical and intra-day market prices for Spot instruments. As we want to use the python RD API library is it best to stay with the existing Eikon API route or move over to RTO ?
As mentioned on this discussion, we are not familiar with LSEG Trade Surveillance, and there is no information available about it.
Real-Time Optimized (RTO) can provide real-time data. It can't provide historical data.
If you would like to retrieve both real-time and historical, you can use the LSEG Data Library for Python which is the new version of RD Library.
You can access the LSEG Data Library for Python page for its features.