How do I properly build the connection if I'm running Eikon API from a server that doesn't have Eikon terminal?
! pip install eikon import eikon as ek ek.set_app_id('xxxxxx')
Do I need to specify proxy='https://webproxy.bfm.com:8080' etc?
Eikon Data APIs can only be used on a machine running Eikon (on Windows) or Eikon API Proxy (on Mac). See the answer on this thread for more details.
Any data retrieved from Eikon is licensed for individual user's use only. It cannot be used in any enterprise or server side applications. To use Refinitiv data in an application running on a server consider a Refinitiv product from the Enterprise family that comes with a license to use the data in the manner you require.