I'm trying to get Streaming Prices working for some specific RICs. I've managed to get the example working and returning results:
streaming_prices = rdp.StreamingPrices(universe = ['EUR=','JPY=','CAD=','GBP='],
fields = ['TIMACT','DSPLY_NAME','PROD_PERM','OPEN_PRC','HST_CLOSE','LOW_1','HIGH_1'])
streaming_prices.open()
However, when I try adopting the code for my specific example, all I get are NaN values
streaming_prices = rdp.StreamingPrices(universe = ['SON3H0','SON3M0', 'SON3U0'],
fields = ['BID','BIDSIZE','ASK','ASKSIZE','TRDPRC_1','TRD_UNITS','HST_CLOSE'])
Also, TIMACT seems to provide values down to the second resolution, while I'm interested in getting streaming values with resolutions at the millisecond level. Is there a different field to use?