Using LSEG Data Library for Python

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Hi Community,

I'm using Python library to consume data from our RTDS and wondering were I should configure my pending instrument request size matching the OpenWindow of our RTDS ADS servers?

I looked at the Github example for the configuration files showed over there but unable to find any setting for max outstanding requests.
Is this not controlled by the library itself, or is this something I need to do in my Python code myself?

Kind regards

Albert

LSEG Data Library for Python

Answers

  • Hello @Albert Piers

    The library does not have a feature to configure openwindow or throttle the request messages.

    You may need to change a number of RICs and fields in the request message.

    Please note that the library uses the Real-Time WebSocket API under the hood to connect and consume data from RTDS.