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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…
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…
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)
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…
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…
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 =…
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.
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',…
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.
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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