Python Data retrieving

Hello,

I'm using Python to retrieve live FX Data, like Bid/Ask Eur/Usd. But it's too slow.

I'm using the function eikon.get_data("EUR=",['PRIMACT_1','SEC_ACT_1']). It takes like 1-2min and I need a faster way.

Thank you,

Code example :

def CalculDevise(devise):

return (ek.get_data(devise,['PRIMACT_1','SEC_ACT_1'])[0].values.tolist())[0];

EURUSD = CalculDevise('EUR=')

GBPUSD = CalculDevise('GBP=')

USDCAD = CalculDevise('CAD=')

...

USDKWD = CalculDevise('KWD=')

I'm creating a FX Interface on Python that projects(shows) Live FX Data. And since I'm retrieving several data at the same time, I'm having a speed issue.

Best Answer

  • Zhenya Kovalyov
    Answer ✓

    Try requesting all instruments at once, i.e.

    ek.get_data(['EUR=', 'GBP=', 'CAD=', 'KWD='],['PRIMACT_1','SEC_ACT_1'])[0]

Answers