Python RDP StreamingPrices returns no data
I'm trying to process the streaming data from RDP in Python receiving updates on multiple RICs. It seems to me that the only class from the https://pypi.org/project/refinitiv-dataplatform/ library that can handle multiple RICs is StreamingPrices(). Unfortunately when I'm running my code below, I don't receive any data.
streaming_prices = rdp.StreamingPrices(
universe=['EUR='],
fields=['BID', 'ASK'],
on_update=lambda streaming_price, instrument_name, f:
print("Update received for {}: {}".format(instrument_name, f))
)
streaming_prices.open()
while True: time.sleep(0.2)
The log looks as follows:
2020-02-28 09:44:28,347 Login to websocket successful
2020-02-28 09:44:48,347 Receive ping from server ...
2020-02-28 09:44:48,348 ... send pong response
2020-02-28 09:45:08,346 Receive ping from server ...
2020-02-28 09:45:08,346 ... send pong response
...
On the other hand, when I use the ItemStream() class with the following code, it works perfectly. But ItemStream() cannot handle multiple RICs, so it's not a solution to my problem.
streaming_prices = rdp.ItemStream(
session=rdp.get_default_session(),
name='EUR=',
fields=['BID', 'ASK'],
on_update=lambda s, msg:
print("Update received: {}".format(msg)))
streaming_prices.open()
while True: time.sleep(0.2)
The log looks the same, but I can see the updates being printed in the console:
Update received: {'ID': 1, 'Type': 'Update', 'UpdateType': 'Unspecified', 'DoNotConflate': True, 'Key': {'Service': 'ELEKTRON_DD', 'Name': 'EUR='}, 'SeqNumber': 43854, 'Fields': {'BID': 1.1029, 'ASK': 1.1033}}
Update received: {'ID': 1, 'Type': 'Update', 'UpdateType': 'Unspecified', 'DoNotConflate': True, 'Key': {'Service': 'ELEKTRON_DD', 'Name': 'EUR='}, 'SeqNumber': 43918, 'Fields': {'BID': 1.103, 'ASK': 1.1033}}
Update received: {'ID': 1, 'Type': 'Update', 'UpdateType': 'Unspecified', 'DoNotConflate': True, 'Key': {'Service': 'ELEKTRON_DD', 'Name': 'EUR='}, 'SeqNumber': 43982, 'Fields': {'BID': 1.103, 'ASK': 1.1033}}
Update received: {'ID': 1, 'Type': 'Update', 'UpdateType': 'Unspecified', 'DoNotConflate': True, 'Key': {'Service': 'ELEKTRON_DD', 'Name': 'EUR='}, 'SeqNumber': 44046, 'Fields': {'BID': 1.1029, 'ASK': 1.1033}}
Best Answer
-
Could you try to replace your loop forever code with asyncio run_forever?
while True: time.sleep(0.2)
with
import asyncio
asyncio.get_event_loop().run_forever()The StreamingPrices is using the asyncio to manage the callback function.
0
Answers
-
Thank you, it works now!
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 37 Alpha
- 167 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 707 Datastream
- 1.5K DSS
- 633 Eikon COM
- 5.3K Eikon Data APIs
- 15 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 7 Trading API
- 3K Elektron
- 1.5K EMA
- 260 ETA
- 571 WebSocket API
- 41 FX Venues
- 16 FX Market Data
- 2 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 26 Messenger Bot
- 4 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 284 Open PermID
- 47 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 25 RDMS
- 2.2K Refinitiv Data Platform
- 17 CFS Bulk File/TM3
- 904 Refinitiv Data Platform Libraries
- 5 LSEG Due Diligence
- 1 LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 126 Open DACS
- 1.1K RFA
- 108 UPA
- 197 TREP Infrastructure
- 232 TRKD
- 921 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 106 Workspace SDK
- 11 Element Framework
- 5 Grid
- 19 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛