Data fields for the Eikon streaming API

Hi @matt.edwards, @jordan.carney,

There appears to be some changes in the API Proxy that may be affecting some customers. This is currently being looked into and I will update you once I hear back.

In the meantime, try the following to see if it helps. Note: the code segment below includes a setting for service.

sp = ek.StreamingPrices(instruments = ['XOM'],
                        fields = ['CF_BID','CF_ASK','CF_LAST', 'TRDPRC_1', 'HST_CLOSE'],
service = "IDN_RDFNTS_CF",
                        on_refresh = lambda sp, instrument, fields : print(fields),
                        on_update = lambda sp, instrument, fields : print(fields),
                        on_status = lambda sp, instrument, status : print(status))

All comments

It is likely due to the time of day you requested for this data. If you requested the data before market open, the data elements you requested may have been blanked out during the closing run for this particular instrument. At some point outside of trading hours, perhaps very early in the morning or late a night, the values were reset. The closing run is dependent on the exchange or feed providing the data in the backend. Did you try after market open? I just tried now and I do see values.

Hi Nick:
I just tried and get the same response. I have tried this while the market was open and then after it was closed. Never had an issue with these since I have been using this in the last 3 months - even after the market close I would get values along with the last update time and date. Now I get nothing.

Ok, thanks for confirming. If this was working before, then there is likely something within your environment. Below is the full notebook I just tried within Eikon:

I would first try this and show your output as I did. If you haven't done so already, shutdown and restart Eikon. I don't have an immediate explanation if the above example gives you completely different results - we'll have to troubleshoot further.

Hi @nick.zincone.1:

Thanks for following-up. I restarted Eikon and have tried a different machine as well with the same results. Here is the output from my last session. Note: I have added "OPEN_PRC" as one of the fields and it seems to be the only one working

In [2]: import eikon as ek
   ...: ek.set_app_key(appKey)
   ...: ek.__version__
Out[2]: '1.1.2'

In [3]: sp = ek.StreamingPrices(
   ...:     instruments = ['XOM'],
   ...:     fields   = ['CF_BID','CF_ASK','CF_LAST', 'CF_DATE', 'CF_TIME', 'OPEN_PRC']
   ...: )

In [4]: sp.open()
Out[4]: <StreamState.Open: 3>

In [5]: sp.get_snapshot()
Out[5]: 
  Instrument  OPEN_PRC
0        XOM     45.35

In [6]:

Yes, it does look like it mainly the 'CF_' fields. I tried your code and got the following:

In [20]: sp.open()
{'TRDPRC_1': 48.38}
{'TRDPRC_1': 48.37}
{'TRDPRC_1': 48.37}
{'TRDPRC_1': 48.365}
...
{'TRDPRC_1': 48.4201} 
{'TRDPRC_1': 48.425} 
{'status': <StreamState.Open: 3>, 'code': 'Open', 'message': 'All is well'} 
{'TRDPRC_1': 48.42, 'HST_CLOSE': 47.14}

Out[20]: <StreamState.Open: 3>

In [21]: sp.get_snapshot()
Out[21]: 
  Instrument  TRDPRC_1  HST_CLOSE
0        XOM     48.41      47.14

So, I did get values for TRDPRC_1 and HST_CLOSE but nothing for any of the 'CF_*' fields.

jordan.carney

Yeah I'll +1 on this exact issue. Data not related to the CF_ fields remains in tact and coherent while the CF_ fields simply disappear. It also started at the exact same time as OP. Any resolution or ideas? I've exhausted all my options ( port switching, fresh install, off/on the individual applications via Eikon config, colleagues API key) to no avail.

@jordan.carney, @matt.edwards,

I’ve reached out to the product group to report this issue. I will post an update once I hear back. Thanks for your patience.

Hi @matt.edwards, @jordan.carney,

There appears to be some changes in the API Proxy that may be affecting some customers. This is currently being looked into and I will update you once I hear back.

In the meantime, try the following to see if it helps. Note: the code segment below includes a setting for service.

sp = ek.StreamingPrices(instruments = ['XOM'],
                        fields = ['CF_BID','CF_ASK','CF_LAST', 'TRDPRC_1', 'HST_CLOSE'],
service = "IDN_RDFNTS_CF",
                        on_refresh = lambda sp, instrument, fields : print(fields),
                        on_update = lambda sp, instrument, fields : print(fields),
                        on_status = lambda sp, instrument, status : print(status))

Thanks Nick, that appears to work for now. Please let me know what we need to do longer term and how we can prevent this in the future.

Hi @nick.zincone.1, any updates on this? Do I need to always set the "service" going forward and can it change? Thanks.

I don't have visibility into when these updates occur. Have you tried the request without specifying the service parameter?

If you encounter issues with the Proxy process within Eikon again, the best way to get things resolved quickly and to have visibility into when it will happen is to go through the Refinitiv Support desk.