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Enums and ms timestamp fields in Workspace Realtime API
Hi— we had been debugging the new lseg.data library realtime APIs on a system that had been running Eikon. When running eikon Eikon, fields with enums (like IMB_TYPE) and fields with timestamps (like IMB_TIM_MS and QUOTIM_MS) were all coming back as integers using the lseg.data streaming APIs, for example using the…
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Is there a way to download daily prices for all stocks without specifying RICs?
Hi everyone, I’m currently retrieving daily pricing data using the Refinitiv APIs by batching a large list of RICs. However, this approach is slow and computationally expensive, and I was wondering: Is there any method—via Eikon, Workspace, or any API—that allows me to download today's prices for all listed stocks without…
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Clarification on Price Source and Data Feed Timing for ek.get_timeseries Call
Hi, I hope you're doing well. I have a quick question regarding the following script: ts_result = ek.get_timeseries( ric, fields=['CLOSE', 'HIGH', 'LOW', 'OPEN', 'VOLUME'], start_date='2009-01-01', end_date='2025-04-02', interval='daily', corax='adjusted' ) Could you please confirm whether the price data retrieved with…
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how can I change from streaming to snapshot on RTO
can anyone provide me with a guide on how to change from Streaming to Snapshot for a RTO connection, API using is not clear might be websocket, so if there is a list of resources for different APIs will be great.
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Error while running RTO: Item State: Closed / Suspect / None / 'Login stream was closed.'
I am making a batch request and calling consumer.uninitialize() in the end as part of cleanup. I do receive prices but then I get this warning and a close message for all my items saying login stream was closed. I am running my application on a trial license. Is this happening because I am on trial and there are no more…
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Get Intraday Prices for European Governement Bond
Hello, I want to get intraday prices minute by minute for European Bonds (traded prices and volume) for Portuguese government bonds at the intraday level (tick, minute, hour). Let use the RIC: PT10YT=RR I managed to get quotes for last price of the day but not all intraday prices in a frequency of minute by minute. Thank…
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RDP Pricing Streaming API
How often do we need to re-subscribe for a symbol? How many RICs can we subscribe to within each subscription request? Can the same jwt be used for socket and to retrieve pricing? What modes can we use for transport? And what are the differences between data formats of price streaming (rwf/tr_json2)
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Real Time Data Trading Sessions in every tick
Hi I am trying to create charts and client frontend using Real-Time price stream data over RTDS (TREP). I identified the fields that contain the information of starting a trading session (opening auction, continuous trading, close, etc.) INST-PHASE, PRC_QL,CD, etc. My only problem with these fields that I need a backup in…
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stream managment for real time pricing using refinitive websocket elektron api
Hi , i am trying to get real time prices using websockets and RTDS. my login gets smooth but when i send the request registering my Rics , it closes the stream immediately and start sending me prices on another stream. its not a problem as sch but how would i know which ID to set for new incoming tickers Batch request . is…
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streaming prices request
asyncio.get_event_loop().run_until_complete(asyncio.sleep(1)) i'm using asyncio loop to remain the ek.StreamingPrices function to remain the data stream open i need to know since i'm continuously keeping the stream open and sleeping for one second streaming_prices = ek.StreamingPrices( instruments = newlist, fields =…
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rd.content.pricing.Definition issues
Hi , Can you please provide the exact syntax or the exact github section for the remove_instruments and add_instruments methods which are used in rd.content.pricing.Definition function for streaming prices to add and remove assets dynamically from the instruments list for receiving prices.
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incorrect prices stream data
I have around 50 US Stocks for which i am trying to fetch the prices in stream ...I am getting following output for AAPL.O : Refresh received for AAPL.O: _UniverseStreams id=0 universe=['AAPL.O', 'ABBV.K', 'ABT', 'ADBE.O', 'AMD.O', 'AMGN.O', 'AMZN.O', 'AVGO.O', 'BA', 'BAC', 'BRKb', 'CMCSA.O', 'COST.O', 'CRM', 'CSCO.O',…
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How to set conflation interval when streaming prices from Refinitiv Data .NET C# Library
I am using the Refinitiv Data .NET/C# Library to stream prices and would like to be able to set a conflation interval for the OMMStream. Ex: Receive price updates every 5s, 10s etc instead of the default price update frequency of the stream.
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StreamingPrices run forever
Hi, I'm using the Eikon Data API and trying to get streaming prices working from a script (not jupyter). I'm using the example code provided on PyPI and on github (in a script form). Currently the streaming_prices.open() receives updates and refreshes for the specified instruments and then almost immediately completes and…
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New RD library for python is leaking memory when opening/closing streams
Hey We are trying to use the new Refinitiv Data Library for Python, but we are experiencing memory leaks when opening/closing pricing streams. Can you please investigate and fix? Over 20 iterations of the above stream opening and closing, the memory increases as below: Loop #1 Memory before open stream = 103.12109375…
