Streaming Prices

jeff.kenyon
jeff.kenyon LSEG
in Refinitiv Data Platform

I'm trying to get Streaming Prices working for some specific RICs. I've managed to get the example working and returning results:

streaming_prices = rdp.StreamingPrices(universe = ['EUR=','JPY=','CAD=','GBP='],
                                      fields = ['TIMACT','DSPLY_NAME','PROD_PERM','OPEN_PRC','HST_CLOSE','LOW_1','HIGH_1'])
streaming_prices.open()

However, when I try adopting the code for my specific example, all I get are NaN values 

streaming_prices = rdp.StreamingPrices(universe = ['SON3H0','SON3M0', 'SON3U0'],
                                      fields = ['BID','BIDSIZE','ASK','ASKSIZE','TRDPRC_1','TRD_UNITS','HST_CLOSE'])

Also, TIMACT seems to provide values down to the second resolution, while I'm interested in getting streaming values with resolutions at the millisecond level. Is there a different field to use?

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Best Answer

  • pimchaya.wongrukun01
    pimchaya.wongrukun01 LSEG
    Answer ✓

    Hello @jeff.kenyon

    I also do not get the results like you face. Data is published by the feed. Hence, you should contact the feed/data team via MyRefinitiv. This is the best and speediest way to receive an answer. They will either have the answer for you right away, or will reach out to the content experts who can provide the answer you're looking for.

    This forum is aimed at software developers using Refinitiv APIs. The moderators on this forum do not have the required deep expertise in all the content sets available through our products to answer your question.

Answers

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @jeff.kenyon

    I am not sure if you are using RDP API or Eikon Data API(Python)

    Because you are posting the question to Eikon Data API but your code includes RDP API.


    Regardless of the API, I see that the data fields you are requesting are not available.

    image

    So it is best to know what data fields you are interested in first.

    However, the moderators here do not have deep expertise in every type of content available through Eikon or RDP.

    The Refinitiv Content Helpdesk can be reached at https://my.refinitiv.com/ or by calling the Helpdesk number in your country.

    You can get support from the helpdesk to look for the data fields you are interested in.

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