In Excel I am able to retrieve data from sources different to IDN using RtGet() formula as follow:
=RtGet(MY_SOURCE, MY_RIC, "Bid")
Is there a way to do the same in Python, e.g. using get_data() function?
Thanks in advance.
Eikon Data APIs currently can only retrieve market data from Eikon platform, and not from your TREP middleware where you have those sources. When we introduce streaming capability into Eikon Data APIs, which is currently targeted for Beta in Q3, then you will be able to retrieve market data from your TREP provided the ADS your Eikon mounts to is version 3.2.4 or higher.
In the meantime you can retrieve market data from your TREP using legacy Eikon COM or Eikon .NET APIs, which work with any version of ADS. It is possible to use AdfinX Real-Time library of Eikon COM APIs in Python, albeit only in 32-bit one, similar to how AdfinX Analytics library is used in Python in this article.