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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-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apirefinitiv-realtimewebsockets
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Hello @fcucullu

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,

AHS

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

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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