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question

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How can I get real-time bid/ask information of USTARTSD-ME ?

Hi there!

Im trying to get real-time information of USTARTSD=ME and it seems that the API is bringin delayed data.

Could you please help me with this issue?

Mi script is simply the folowing lines:

import eikon as ek
ek.set_app_key('MY_KEY')

df, err = ek.get_data('USTARTSD1=ME',
                      ['CF_LAST',
                      'PRIMACT_1',
                       'SEC_ACT_1'], 
                       parameters={'SDate':'2019-08-20', 'EDate':'2019-08-20'})
eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apirefinitiv-realtimewebsockets
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1 Answer

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This data comes from the Mercado Abierto Electronico (MAE) which is a 3rd party exchange that requires permissioning from them. You can request either from your internal Market Data Group, or account manager.

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