Missing fields in StreamingPrices

Calls to ek.get_data appear to work fine, but fields are missing what I make a request to StreamingPrices.

In [12]:
APP_KEY = "..."
In [3]:
import eikon as ek

ek.set_app_key(APP_KEY)
ek.__version__
Out[3]:
'1.1.6.post2'
In [7]:
INSTRUMENTS = ['GBP=','JPY=', 'CAD=']
FIELDS = ['CF_BID','CF_ASK','OPEN_PRC', 'CF_HIGH','CF_LOW', 'CF_CLOSE']
In [8]:
streaming_prices = ek.StreamingPrices(
instruments = INSTRUMENTS,
fields = FIELDS
)

streaming_prices.open()
Out[8]:
<StreamState.Open: 3>
In [9]:
streaming_prices.get_snapshot()
Out[9]:
InstrumentOPEN_PRC0GBP=1.27211JPY=105.39002CAD=1.3385

There are fields missing when using StreamingPrices.

If I use get_data:

In [10]:
df, err = ek.get_data(
INSTRUMENTS,
FIELDS,
)

df
Out[10]:
InstrumentCF_BIDCF_ASKOPEN_PRCCF_HIGHCF_LOWCF_CLOSE0GBP=1.27221.27261.27211.27391.26911.27221JPY=105.2400105.2700105.3900105.4700105.2300105.37002CAD=1.33971.34011.33851.34141.33721.3385In [11]:
err is None
Out[11]:
True

Best Answer

Answers

  • Hi,

    On my side, I got results with same fields:

    image

    As StreamingPrices retrieve realtime through your Eikon connection (where get_data get it from platform), you shouldn't see any CF_xxxx fields in Quote.

    Could you open a Quote object with one currency to check it ?

    With my Eikon, I have this:

    image


  • Thanks for the follow up. If I pull up the quote screen I do see values for CF_XXX coming through. Is there anything else I could look at?

    image

  • Is this post related?

    https://community.developers.refinitiv.com/questions/54777/hi-everyone.html


    I'm currently kicking the tires on the free trial of Eikon. Does this restrict access to fields?


    Thanks