We are trying to establish a live link that will help us to retrieve TBA pricing by using MS SQLS 2014. There is a report built in SSRS on our side that requires live pricing feed. What is the most efficient way of solving this?
If I understand well, you would like to feed your MS SQL database with TBA prices retrieved from Eikon and then use SSRS (SQL Server Reporting Services) to build reports from the data you captured in the database.
I don’t think the Eikon Scripting API is appropriate for this use case. Indeed, from a contractual point of view, the data retrieved via Eikon is intended for a single user and should not be redistributed via a database.
The Elektron platform and APIs Zoya mentioned above are probably more appropriate for your use case. In order to feed your database you will have to build an application that consumes Elektron real time data and populates your database with it. To consume the data, the application will have to use one of Elektron APIs (EMA or ETA) that are available for the C, C++ and Java programming languages.
Sounds like what you are researching a price feed to meet your realtime data requirements and an API to subscribe to it.
Elektron is a price feed that allows to subscribe to various pricing from around the world, and is part of Elektron Platform, for additional info:
On TR developers portal there is info about Elektron suite of APIs,
Elektron Message API (EMA) in C++ or Java is a high level API that is strategic, straightforward to learn and use, and an efficient way to reach your goal of subscribing to realtime data, that you can store for future retrieval using MS SQL Server.