Hello,
I'm trying to collect bids for LCOc1 as soon as the bid change in realtime.
My main issue is that I have a 10 min delay.
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import time
import pandas as pd
import eikon as ek
import os
# Set Eikon API Key for access to financial data
ek.set_app_key('API_KEY_HERE')
# Define the instrument symbols
instruments = ["LCOc1"]
# Define the directory and file path for storing the CSV file
csv_directory = r"C:\Users\YOUR_PATH\" # Use raw string to handle Windows paths
csv_file = os.path.join(csv_directory, "eikon_LCOc1_data.csv")
# Ensure the directory exists
os.makedirs(csv_directory, exist_ok=True)
# Define the DataFrame columns
columns = ["Timestamp", "LCOc1_BID", "LCOc1_Time"]
# Track the last recorded bid values to avoid duplicate logging
last_bids = {"LCOc1": None}
try:
# Infinite loop to continuously fetch data
while True:
# Fetch BID data for LCOc1 using Eikon API
df = ek.get_data(instruments, ["CF_BID", "CF_TIME"])[0] # Get the first item of the returned tuple
# Check if data was retrieved
if df is None or df.empty:
print("Error: No data retrieved. Retrying...")
time.sleep(1) # Wait before retrying
continue
# Extract the bid price and time for LCOc1
try:
lco_data = df.loc[df['Instrument'] == 'LCOc1', ['CF_BID', 'CF_TIME']].iloc[0]
lco_bid = lco_data['CF_BID']
lco_time = lco_data['CF_TIME']
except IndexError:
print("Error: Missing bid data for LCOc1.")
time.sleep(1)
continue
# Log only if there is a change in bid prices
if lco_bid != last_bids["LCOc1"]:
timestamp = pd.Timestamp.now().strftime("%Y-%m-%d %H:%M:%S.%f")
new_row = pd.DataFrame([[timestamp, lco_bid, lco_time]], columns=columns)
# Append data to the CSV file (create if it doesn't exist)
new_row.to_csv(csv_file, mode="a", index=False, header=not os.path.exists(csv_file))
# Log the update
print(f"New Data at {timestamp}: LCOc1 BID = {lco_bid}, Time = {lco_time}")
# Update last recorded bid values
last_bids["LCOc1"] = lco_bid
# Small delay to avoid excessive API calls
time.sleep(0.05) # Adjust as needed
except KeyboardInterrupt:
print("\nProcess interrupted. Data saved in:", csv_file)
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The result looks like this :
Timestamp | LCOc1_BID | LCOc1_Time |
|---|
2025-03-12 09:52:07.812040 | 69.96 | 08:42:04 |
2025-03-12 09:52:12.707826 | 69.95 | 08:42:08 |
2025-03-12 09:52:15.209595 | 69.94 | 08:42:12 |
So I have a 1 hour delay due to GMT (no problem) + 10 minutes that I don't know where it comes from.
On my Workspace, I have Realtime data going through Private network.
Thanks for your help in advance
G
