Calls to ek.get_data appear to work fine, but fields are missing what I make a request to StreamingPrices.
In [12]:
APP_KEY = "..."
In [3]:
import eikon as ek
ek.set_app_key(APP_KEY)
ek.__version__
Out[3]:
'1.1.6.post2'
In [7]:
INSTRUMENTS = ['GBP=','JPY=', 'CAD=']
FIELDS = ['CF_BID','CF_ASK','OPEN_PRC', 'CF_HIGH','CF_LOW', 'CF_CLOSE']
In [8]:
streaming_prices = ek.StreamingPrices(
instruments = INSTRUMENTS,
fields = FIELDS
)
streaming_prices.open()
Out[8]:
<StreamState.Open: 3>
In [9]:
streaming_prices.get_snapshot()
Out[9]:
InstrumentOPEN_PRC0GBP=1.27211JPY=105.39002CAD=1.3385
There are fields missing when using StreamingPrices.
If I use get_data:
In [10]:
df, err = ek.get_data(
INSTRUMENTS,
FIELDS,
)
df
Out[10]:
InstrumentCF_BIDCF_ASKOPEN_PRCCF_HIGHCF_LOWCF_CLOSE0GBP=1.27221.27261.27211.27391.26911.27221JPY=105.2400105.2700105.3900105.4700105.2300105.37002CAD=1.33971.34011.33851.34141.33721.3385In [11]:
err is None
Out[11]:
True
