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Question by tt1057 · Jun 16, 2019 at 09:12 PM · eikoneikon-data-apipythonworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpricingstreaming-prices

Streaming 1 minute bars

Dear Team, I know how to get realtime data with:

realtime.SetupDataSubscription().

Is there a possibility to get realtime 1 minute bars? So, whenever the minute is over, an event gets fired with the last full one minute bar?

If that is possible, could you let me know the API call for that?

Regards

Michael

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Answer by Alex Putkov.1 · Jun 17, 2019 at 12:27 PM

@tt1057
Eikon .NET API can provide streaming 1 minute bars. See Subscription section in this tutorial for an example.

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chavalit-jintamalit

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Answer by chavalit-jintamalit · Jun 16, 2019 at 10:13 PM

Hi @tt1057

Please let me know what API you are using ?

Eikon Data APIs (in python) does not support realtime subscription.

So I would like to clarify the API you are using.

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Answer by chavalit-jintamalit · Jun 16, 2019 at 10:44 PM

Hi @tt1057

I saw on another post that you are using Eikon .NET API


You can use Time Series example which can be found here.

Then you can modify the code a bit to only retrieve the last 1 minute OHLC data point.

Please note that Time Series API call is not a streaming data, it is a request and response model.

Once you are familiar with API call.

You can use the data request in a C# trigger on every minute. (Please note that this part is not Eikon .NET API usage topic but rather C# programming topic)

Here is one of example on stackoverflow.

You may find more information on different community regarding C# programming topic.


timeseries.png (73.7 KiB)
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Answer by tt1057 · Jun 17, 2019 at 12:02 AM

thanks for the information, that Eikon does not provide streaming bars.

Would you happen to know, if Elektron offers something like that? Streaming Bars?

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chavalit-jintamalit ♦♦ · Jun 17, 2019 at 12:17 AM 0
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Hi @tt1057

T̶h̶e̶ ̶A̶P̶I̶ ̶d̶o̶e̶s̶ ̶n̶o̶t̶ ̶p̶r̶o̶v̶i̶d̶e̶ ̶s̶t̶r̶e̶a̶m̶i̶n̶g̶ ̶d̶a̶t̶a̶ ̶o̶n̶ ̶O̶H̶C̶L̶(̶T̶i̶m̶e̶ ̶S̶e̶r̶i̶e̶s̶)̶.̶

T̶h̶e̶ ̶A̶P̶I̶ ̶o̶n̶l̶y̶ ̶p̶r̶o̶v̶i̶d̶e̶s̶ ̶s̶t̶r̶e̶a̶m̶i̶n̶g̶ ̶d̶a̶t̶a̶ ̶o̶n̶ ̶Q̶u̶o̶t̶e̶ ̶d̶a̶t̶a̶.̶

Update my comment:

Sorry for the incorrect information, please see Alex's comment.

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