Streaming 1 minute bars

Dear Team, I know how to get realtime data with:

realtime.SetupDataSubscription().

Is there a possibility to get realtime 1 minute bars? So, whenever the minute is over, an event gets fired with the last full one minute bar?

If that is possible, could you let me know the API call for that?

Regards

Michael

Best Answer

Answers

  • Hi @tt1057

    Please let me know what API you are using ?

    Eikon Data APIs (in python) does not support realtime subscription.

    So I would like to clarify the API you are using.

  • Hi @tt1057

    I saw on another post that you are using Eikon .NET API


    You can use Time Series example which can be found here.

    Then you can modify the code a bit to only retrieve the last 1 minute OHLC data point.

    Please note that Time Series API call is not a streaming data, it is a request and response model.

    image

    Once you are familiar with API call.

    You can use the data request in a C# trigger on every minute. (Please note that this part is not Eikon .NET API usage topic but rather C# programming topic)

    Here is one of example on stackoverflow.

    You may find more information on different community regarding C# programming topic.

  • tt1057
    tt1057 Explorer

    thanks for the information, that Eikon does not provide streaming bars.

    Would you happen to know, if Elektron offers something like that? Streaming Bars?

  • Hi @tt1057

    T̶h̶e̶ ̶A̶P̶I̶ ̶d̶o̶e̶s̶ ̶n̶o̶t̶ ̶p̶r̶o̶v̶i̶d̶e̶ ̶s̶t̶r̶e̶a̶m̶i̶n̶g̶ ̶d̶a̶t̶a̶ ̶o̶n̶ ̶O̶H̶C̶L̶(̶T̶i̶m̶e̶ ̶S̶e̶r̶i̶e̶s̶)̶.̶

    T̶h̶e̶ ̶A̶P̶I̶ ̶o̶n̶l̶y̶ ̶p̶r̶o̶v̶i̶d̶e̶s̶ ̶s̶t̶r̶e̶a̶m̶i̶n̶g̶ ̶d̶a̶t̶a̶ ̶o̶n̶ ̶Q̶u̶o̶t̶e̶ ̶d̶a̶t̶a̶.̶

    Update my comment:

    Sorry for the incorrect information, please see Alex's comment.