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dw.jung avatar image
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How can I get real-time stock price using EIKON API or Refinitiv-data API ?

I want to get real-time stock price for S&P 500 constituents and S&P 500 Index.


I did it 2 ways, there are each problem. And there are delayed data only.

Do I need additional subscription charged?

Please check there are any problem.


1.

spx_cons = ['MMM.N', 'AOS.N', 'ABT.N', ....]

data, err = ek.get_data(spx_cons, ['CF_LAST'])

Through this way, there are not real-time price. only 15 minutes delayed data.

If I uncheck "Automatically switch to delayed data" in workspace setting, then I get real-time data? not delayed?


2. 

  
                
    
                 
  1. rd.open_session()
    2. 
                 
  2. df = rd.get_data('0#.SPX',['TR.RIC'])
    3. 
                 
  3. stream = rd.open_pricing_stream(
    universe= df['Instrument'].tolist(),
    fields=['BID', 'ASK']
)
    4. 
                 
  4. stream.get_snapshot()
    5.


In this way, there are not real-time price, only delayed data, too

And, I want to get recently contract price, not bid or ask. Is there field?

I think Second method is more better for me. Because it's streaming.


Please help me

Thank you

eikon-data-apipythonworkspacerefinitiv-realtime#technologyrefinitiv-data-platform-eikon
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wasin.w avatar image   wasin.w

Hello @dw.jung

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS

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wasin.w avatar image
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Hello @dw.jung

The 2nd code that uses the Data Library for Python Access layer - Pricing streams should give you the data based on your permission. I strongly suggest you contact your LSEG representative to verify if you have a permission for the real-time pricing data or delay.

If you need a real-time streaming data, you can use the Access layer - Pricing streams and Content - Pricing - Streaming Events examples based on your preference.

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