Two years ago we started with Python for RDP and developed an interface to import prices. At that time Umar Nalla had adviced us to use streaming interface with the Snapshot option.
Now - from a contractual point we want to move fully to snapshot data. Brokers are requesting real time licensing unless we can show that technically we only read (slightly delayed) snapshot data. Can you show us how to move from the current solution - where we load streaming data, and then snapshot this - to a real snapshot API?
Additionally we want to be able to query historical data. Same as in Eikon with the Rhistory function we want to be able to retrieve historic close data points. Can you help us setup a API for this?