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Python Data retrieving

Hello,

I'm using Python to retrieve live FX Data, like Bid/Ask Eur/Usd. But it's too slow.

I'm using the function eikon.get_data("EUR=",['PRIMACT_1','SEC_ACT_1']). It takes like 1-2min and I need a faster way.

Thank you,

Code example :

def CalculDevise(devise):

return (ek.get_data(devise,['PRIMACT_1','SEC_ACT_1'])[0].values.tolist())[0];

EURUSD = CalculDevise('EUR=')

GBPUSD = CalculDevise('GBP=')

USDCAD = CalculDevise('CAD=')

...

USDKWD = CalculDevise('KWD=')

I'm creating a FX Interface on Python that projects(shows) Live FX Data. And since I'm retrieving several data at the same time, I'm having a speed issue.

eikoneikon-data-apipythonworkspaceworkspace-data-apirefinitiv-dataplatform-eikon
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It does not look like an API issue. The get_data() call will be forced to time out after 30 seconds, I believe, so I can not see how your request can take 1-2 mins to be delivered.

Could you please provide more details, like the full code sample?

Thank you for your answer. Please take notes of the changes!

1 Answer

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4.6k 26 7 22

Try requesting all instruments at once, i.e.

ek.get_data(['EUR=', 'GBP=', 'CAD=', 'KWD='],['PRIMACT_1','SEC_ACT_1'])[0]
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Yes, for 20 data it goes from 18 sec to 3 sec.

Just for information, is there any other way to retrieve the data to Python ? Like from Web or something

well, technically it is web, you are just using the wrapper around the REST API. There is no better way to get the data in to python with Eikon.

Ok thank you, do you mind telling me how to do it by web ?

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