I have tried to run the simple code copied from https://github.com/devcartel/pyrfa:
import pyrfa
p = pyrfa.Pyrfa()
p.createConfigDb("./pyrfa.cfg")
p.acquireSession("Session1")
p.createOMMConsumer()
p.login()
p.directoryRequest()
p.dictionaryRequest()
p.marketPriceRequest("JPY=,EUR=")
end = False
while not end:
    try:
        for data in p.dispatchEventQueue(100):
            print(data)
    except KeyboardInterrupt:
        end = True
However this quickly runs into an error message with the following log file:
RFA Internal failure 
Application: python 
Process Id: 0x22E8 
Thread Id: 0x1640 
File: ..\..\..\Logger\Impl\MessageFormatterImpl.cpp 
Line: 80 
Problem:
::LoadLibrary failed in MessageFormatterImpl::init() for component name "Pyrfa", with logger message file "RFA8_Logger". This message file could not be found.  Check component logger configuration. Last error: 126
RFA_VERIFY( 0 ) failed 
Stack Trace: 
0x000007FEE1022D41  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: PyInit_pyrfa() + 203665 bytes
0x000007FEE1024374 C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: PyInit_pyrfa() + 209348 bytes
0x000007FEE10A547D  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: trHashingEntityId() + 270557 bytes
0x000007FEE107A0ED  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: trHashingEntityId() + 93517 bytes
0x000007FEE104E8D3  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: PyInit_pyrfa() + 382755 bytes
0x000007FEE0FDD674  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd
0x000007FEE0FDD89F  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd
0x000007FEE0FF72F3  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: PyInit_pyrfa() + 24899 bytes
0x000007FEE1003820  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: PyInit_pyrfa() + 75376 bytes
0x000007FEE10038DA  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: PyInit_pyrfa() + 75562 bytes
0x000007FEE0FF944B  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: PyInit_pyrfa() + 33435 bytes
0x000007FEE0FF4BA7  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: PyInit_pyrfa() + 14839 bytes
0x000007FEE0FF92C2  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: PyInit_pyrfa() + 33042 bytes
0x000007FEE100396A  C:\Program Files\Anaconda3\lib\site-packages\pyrfa\pyrfa.pyd: PyInit_pyrfa() + 75706 bytes
0x000000001DD15DF8  C:\Program Files\Anaconda3\python35.dll: PyObject_Call() + 120 bytes
           c:\minonda\conda-bld\work\python-3.5.2\objects\abstract.c, line 2167
0x000000001DDDA3D4  C:\Program Files\Anaconda3\python35.dll: do_call() + 308 bytes
           c:\minonda\conda-bld\work\python-3.5.2\python\ceval.c, line 4936
Is there anyone who can help me with this?