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I am using Python's websocket API to get real-time prices for financial instruments, how can I get all the prices for my contracts?
Looking at the program here（https://github.com/Refinitiv/websocket-api/blob/master/Applications/Examples/RDP/python/market_price_rdpgw_client_cred_auth.py）, it seems that only a single commodity code can be specified for the argument RIC.
Is the only way to get prices for multiple commodities is to run multiple programs with different arguments?
Hello @GFIT junichi.kayamoto
The WebSocket API supports a Batch request that you can specify multiple RICs in a single request message as follows:
"ID":2,
"Key":{
"Name":
[
'VOD.L',
'BT.L',
'BP.L'
],
}
You can find more detail on the WebSocket API tutorial: Make a Batch Request for Multiple Items page.
The Python example is the market_price_batch_view.py file on GitHub (see send_market_price_request() function). This example is for the deployed RTDS connection, but you can apply the Batch Logic to the RTO connection too.
Thank you for quick reply!
I confirmed the above Python example and I think I can do it!
I have another question about this.
Can I specify which I retrieve fields (ask, bid, quote_time, etc.) of price data by editing the following key "View" in the dictionary ?
The following code is in the python script that you sent (https://github.com/Refinitiv/websocket-api/blob/master/Applications/Examples/python/market_price_batch_view.py).
mp_req_json = {
'ID': 2,
'Key': {
'Name': [
'TRI.N',
'IBM.N',
'T.N'
],
},
'View': [
'BID',
'ASK',
'BIDSIZE'
]
}
Hello @GFIT junichi.kayamoto
Yes, you can use the View feature to specify which fields you want to subscribe to.
Example View JSON message:
{
"ID":2,
"Key":{
"Name":"VOD.L"
},
"View":[
"BID",
"ASK",
"BIDSIZE"
]
}
The View can be combined with the Batch subscription as shown in the https://github.com/Refinitiv/websocket-api/blob/master/Applications/Examples/python/market_price_batch_view.py example.
You can find more detail about the View feature on the WebSocket Tutorial: Filtering the Field List – specifying a View page.
