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'})
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.