Help with Order Book in Eikon API

tulio.villalta

Hello team, could you please help us get the Order Book with Eikon API - preferred in Python or R

We have an important demo for a significant client and we wish to advance with this request.

This is what I got so far

import refinitiv.dataplatform as rdp
import eikon as ek
import pandas as pd
import plotly.express as px
import time

rdp.open_desktop_session('DEFAULT_CODE_BOOK_APP_KEY')
ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')

fields = []
for i in range(1, 10):
    fields.append('BEST_BID' + str(i))
    fields.append('BEST_ASK' + str(i))
fields = fields + ['BEST_BSZ10', 'BEST_BID10', 'BEST_ASK10', 'BEST_ASZ10']
ek.get_data('BBDC4.SA',fields)

But those fields are not found for RIC < BBDC4.SA >.

Another question is if client could get streaming book in R with Eikon API?

Thanks

Alex Putkov.1

Order book data for Sao Paulo stocks is provided in RICs constructed as Level 1 stock RIC + 'p'. In your example you just need to replace the RIC 'BBDC4.SA' with 'BBDC4.SAp'.
I'm afraid at the moment streaming market data retrieval is not implemented in Eikon Data APIs library for R. At this time it's only implemented in EDAPI library for Python and in RDP Libraries for Python, .NET and Typescript.