How can I retrieve a RIC like "aUS3M" with Websocket API?

Michael Maendli
Michael Maendli Newcomer
in WebSocket API

Hi

I'm trying to retrieve economic indicator using Websocket API on RTO (using Python) which is working fine for RICs like "USJOB=ECI", but unfortunately not to retrieve RICs like "aUS3M/A". For the latter I get the error message "The record could not be found". The RIC nevertheless can be found in EIKON.

aus3m.png

How could I get data for such RICs too?

Thanks

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Michael Maendli

    If you use Eikon Quote to subscribe to this RIC, you will get the same error "The record could not be found".

    1660873831867.png

    This RIC is not available in the Refinitiv real-time network.

    However, it can provide historical data.

    1660873906130.png

    The WebSocket API can retrieve real-time data which is similar to Eikon Quote. Therefore, if the data is not available in Eikon Quote, it will not available in the WebSocket API.

    However, you can contact the content support team directly via MyRefinitiv to confirm it.

    Moreover, you can use Refinitiv Data Library for Python to retrieve historical data of this RIC.

    response = historical_pricing.summaries.Definition("aUSM2%2FA").get_data()
    response.data.df

    The output is:

    aUSM2%2FAVALUEDate

    2020-11-30189698000000002020-12-31191248000000002021-01-31193726000000002021-02-2819615400000000

Answers

  • Gurpreet
    Gurpreet admin

    Hi @Michael Maendli,

    The RIC aUSM2/A is a DataStream item and is not available on the realtime or Eikon, and hence cannot be subscribed using the Websockets.

    If you have DSWS license, then you can get the data as:

    >>> ds.get_data(tickers='<aUSM2/A>', fields=['RELV'], kind=0)

      Instrument Datatype    Value Currency
    0  <aUSM2/A>     RELV  21667.5       U$
  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @Michael Maendli

    ahs1.png

    From the search result above, you can see that there is no "Real Time RIC" associated with these ECI that are in your query.

    So, it is not possible to retrieve these ECIs via RTO (RTO is a real time feed).


    Please note that some ECIs from some countries do have real time RIC associated.


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