Establish a websocket connection and set headers?

I have tested it with R-4.0.3. It can send an item request properly. It looks like that there is a problem with the SEND_REQUEST flag.

Got Message [{"ID":1,"Type":"Refresh","Domain":"Login","Key":{"Name":"xxx","Elements":{"AllowSuspectData":1,"ApplicationId":"256","ApplicationName":"ADS","AuthenticationErrorCode":0,"AuthenticationErrorText":{"Type":"AsciiString","Data":null},"AuthenticationTTReissue":1605263502,"Position":"192.168.56.1","ProvidePermissionExpressions":1,"ProvidePermissionProfile":0,"SingleOpen":1,"SupportEnhancedSymbolList":1,"SupportOMMPost":1,"SupportPauseResume":0,"SupportStandby":0,"SupportBatchRequests":7,"SupportViewRequests":1,"SupportOptimizedPauseResume":0}},"State":{"Stream":"Open","Data":"Ok","Text":"Login accepted by host ads-premium-az1-blue-15-main-prd.euw1-az1."},"Elements":{"PingTimeout":30,"MaxMsgSize":61430}}]
Single Message
### Check Message:  Refresh Login FALSE
{"ID":2,"Key":{"Name":"TRI.N"},"View":["BID","ASK"]}
Got Message [{"ID":2,"Type":"Status","Key":{"Service":"ELEKTRON_DD","Name":"TRI.N"},"State":{"Stream":"Closed","Data":"Suspect","Code":"NotEntitled","Text":"Access Denied: User req to PE(6562)"}}]

You may try to change = to <- at the beginning.

REFINITIV_API_URL <- "https://api.refinitiv.com/&quot;
OAUTH2_TOKEN_URL <- paste(REFINITIV_API_URL, "auth/oauth2/v1/token", sep="")
RELOGIN_INTERVAL <- 250
NEXT_RELOGIN_TIME <- Sys.time()
SEND_REQUEST <- FALSE

If it is still not working, please remove your credentials from the example code, and then share the source file.

All comments

zoya faberov

Hello @g.suhharukov,

I would approach this via Python first, let me explain:

For Python integration, you can follow Quick Start - Connecting to Elektron Real Time in Cloud tutorial, step by step.

Once you have completed it and verify by observing the streaming market data, next, would move on to R, and at this point integrating in R using this example should be more straightforward, you will be able to proceed by analogy with Python quickstart, but analogous, in R.

While running quickstart, you will also be able to verify that machineId, password and clientId combination you are passing as parameters is valid, for the streaming ERT request.

Quickstart for TREP -> Python and Quickstart = Try it out for ERT

@zoya.farberov Thank you for reply. I already connected via Python and got the answer from the server, thereafter I moved to the next step - apply R. In R I also succeeded in getting an authentication token (using all necessary information: machine ID, password...). However, the key problem is that I cannot/do not know how connect to the websocket server using different websocket function in R.

zoya faberov

Hello @g.suhharukov,

Just an idea rather then the ready answer.

There are two working Python examples:

One implements websocket to deployed infra = TREP, another is websocket to ERT in cloud, what you are looking to implement in R.

market_price_edpgw_authentication.R is example that also targets deployed infra, TREP. Websockets in the example are old, but still should be working. This example is analogous to the former, the deployed example.

The differences in handling between the two python examples, makret_price_authentication.py and market_price_edpgw_authentication.py is essentially what you have to modify in market_price_authentication.R to arrive at market_price_edpgw_authentication.R. Do you see?

For instance, I am noticing that websocket.WebSocketApp for ERT does not pass any cookies. This can potentially be what is specifically causing the issue.

Hope this helps

Please try the attached code. I installed both:

install_github("rstudio/websocket")
install_github("rstudio/httpuv")

You need to specify username, password, and clientid in the code.

USERNAME <- "username"
PASSWORD <- "password"
CLIENTID <- "clientid"

Then, run it with RScript. websocket.R.txt

jirapongse.phuriphanvichai

Thank you for the provided code, it is very helpful. I got the authentication token. However, as before, when I run following line

ws <- WebSocket$new("wss://emea-1.pricing.streaming.edp.thomsonreuters.com:443/WebSocket", protocol="tr_json2", autoConnect = FALSE)

Error in .subset2(public_bind_env, "initialize")(...) : 
  unused arguments (protocol = "tr_json2", autoConnect = FALSE)

The same error appears every time. Do not know how avoid it.

jirapongse.phuriphanvichai

Here is the output

> ACCESS_TOKEN = get_access_token() 
get_access_token 
> sessionInfo() 
R version 4.0.3 (2020-10-10)
Platform: x86_64-w64-mingw32/x64 (64-bit) 
Running under: Windows 10 x64 (build 18363) 
Matrix products: default 

locale: [1] LC_COLLATE=Estonian_Estonia.1257  LC_CTYPE=Estonian_Estonia.1257    LC_MONETARY=Estonian_Estonia.1257 LC_NUMERIC=C                      [5] LC_TIME=Estonian_Estonia.1257     

attached base packages: [1] grid      stats     graphics  grDevices utils     datasets  methods   base      

other attached packages:  [1] httr_1.4.2       httpuv_1.5.4     websocket_1.3.1  gridExtra_2.3    scales_1.1.1     ggthemes_4.2.0   reshape2_1.4.4   xlsx_0.6.4.2     RCurl_1.98-1.2   [10] XML_3.99-0.5     ggplot2_3.3.2    shiny_1.5.0      dplyr_1.0.2      GetoptLong_1.0.4 curl_4.3         jsonlite_1.7.1   websockets_1.1.7 

loaded via a namespace (and not attached):  [1] Rcpp_1.0.5          prettyunits_1.1.1   xlsxjars_0.6.1      ps_1.4.0            assertthat_0.2.1    rprojroot_1.3-2     digest_0.6.27        [8] mime_0.9            R6_2.4.1            plyr_1.8.6          backports_1.1.10    pillar_1.4.6        GlobalOptions_0.1.2 rlang_0.4.8         [15] rstudioapi_0.11     callr_3.5.1         labeling_0.4.2      desc_1.2.0          devtools_2.3.2      stringr_1.4.0       munsell_0.5.0       [22] compiler_4.0.3      pkgconfig_2.0.3     pkgbuild_1.1.0      htmltools_0.5.0     tidyselect_1.1.0    tibble_3.0.4        fansi_0.4.1         [29] crayon_1.3.4        withr_2.3.0         later_1.1.0.1       bitops_1.0-6        xtable_1.8-4        gtable_0.3.0        lifecycle_0.2.0     [36] magrittr_1.5        cli_2.1.0           stringi_1.5.3       farver_2.0.3        fs_1.5.0            promises_1.1.1      remotes_2.2.0       [43] testthat_2.3.2      ellipsis_0.3.1      generics_0.0.2      vctrs_0.3.4         rjson_0.2.20        tools_4.0.3         glue_1.4.2          [50] purrr_0.3.4         rsconnect_0.8.16    processx_3.4.4      pkgload_1.1.0       fastmap_1.0.1       colorspace_1.4-1    caTools_1.18.0      [57] sessioninfo_1.1.1   memoise_1.1.0       rJava_0.9-13        usethis_1.6.3       

> ws <- WebSocket$new("wss://emea-1.pricing.streaming.edp.thomsonreuters.com:443/WebSocket", protocol="tr_json2", autoConnect = FALSE) 
Error in .subset2(public_bind_env, "initialize")(...) :    unused arguments (protocol = "tr_json2", autoConnect = FALSE)

I assume that it may conflict with the httpuv library.

I got the same error when using the httpuv library.

The workaround is using websocket::WebSocket$new instead.

> ws <- websocket::WebSocket$new("wss://emea-1.pricing.streaming.edp.thomsonreuters.com:443/WebSocket", protocol="tr_json2", autoConnect = FALSE)
>

Yes, the problem was in this aspect. Do you know why I do not get prices and other indexes from the server? I only changed

mp_req_json_string = "{\"ID\":2,\"Key\":{\"Name\":\"TRI.N\"}}"

When I run the whole script the following output I got

get_access_token
send login request
Got Message [{"ID":1,"Type":"Refresh","Domain":"Login","Key" ....

Single Message
Got Message [{"Type":"Ping"}]
Single Message
send pong
Got Message [{"Type":"Ping"}] .....

And it continues Ping-Pong until a new Auth. token is obtained. However, send_market_price_request(ws) is not run. Seems that server does not send message_domain == "Login". Do you know how to get prices?

The value of SEND_REQUEST should be FALSE.

RELOGIN_INTERVAL = 250
NEXT_RELOGIN_TIME = Sys.time()
SEND_REQUEST=FALSE

It is set at the beginning of the example.

Can you verify it?

I have tested it with R-4.0.3. It can send an item request properly. It looks like that there is a problem with the SEND_REQUEST flag.

Got Message [{"ID":1,"Type":"Refresh","Domain":"Login","Key":{"Name":"xxx","Elements":{"AllowSuspectData":1,"ApplicationId":"256","ApplicationName":"ADS","AuthenticationErrorCode":0,"AuthenticationErrorText":{"Type":"AsciiString","Data":null},"AuthenticationTTReissue":1605263502,"Position":"192.168.56.1","ProvidePermissionExpressions":1,"ProvidePermissionProfile":0,"SingleOpen":1,"SupportEnhancedSymbolList":1,"SupportOMMPost":1,"SupportPauseResume":0,"SupportStandby":0,"SupportBatchRequests":7,"SupportViewRequests":1,"SupportOptimizedPauseResume":0}},"State":{"Stream":"Open","Data":"Ok","Text":"Login accepted by host ads-premium-az1-blue-15-main-prd.euw1-az1."},"Elements":{"PingTimeout":30,"MaxMsgSize":61430}}]
Single Message
### Check Message:  Refresh Login FALSE
{"ID":2,"Key":{"Name":"TRI.N"},"View":["BID","ASK"]}
Got Message [{"ID":2,"Type":"Status","Key":{"Service":"ELEKTRON_DD","Name":"TRI.N"},"State":{"Stream":"Closed","Data":"Suspect","Code":"NotEntitled","Text":"Access Denied: User req to PE(6562)"}}]

You may try to change = to <- at the beginning.

REFINITIV_API_URL <- "https://api.refinitiv.com/&quot;
OAUTH2_TOKEN_URL <- paste(REFINITIV_API_URL, "auth/oauth2/v1/token", sep="")
RELOGIN_INTERVAL <- 250
NEXT_RELOGIN_TIME <- Sys.time()
SEND_REQUEST <- FALSE

If it is still not working, please remove your credentials from the example code, and then share the source file.