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Natalia.Skaczkowska avatar image
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Python RDP StreamingPrices returns no data

I'm trying to process the streaming data from RDP in Python receiving updates on multiple RICs. It seems to me that the only class from the https://pypi.org/project/refinitiv-dataplatform/ library that can handle multiple RICs is StreamingPrices(). Unfortunately when I'm running my code below, I don't receive any data.

streaming_prices = rdp.StreamingPrices(
    universe=['EUR='],
    fields=['BID', 'ASK'],
    on_update=lambda streaming_price, instrument_name, f:
print("Update received for {}: {}".format(instrument_name, f))
)

streaming_prices.open()
while True: time.sleep(0.2)

The log looks as follows:

2020-02-28 09:44:28,347 Login to websocket successful

2020-02-28 09:44:48,347 Receive ping from server ...

2020-02-28 09:44:48,348 ... send pong response

2020-02-28 09:45:08,346 Receive ping from server ...

2020-02-28 09:45:08,346 ... send pong response

...

On the other hand, when I use the ItemStream() class with the following code, it works perfectly. But ItemStream() cannot handle multiple RICs, so it's not a solution to my problem.

streaming_prices = rdp.ItemStream(
    session=rdp.get_default_session(),
    name='EUR=',
    fields=['BID', 'ASK'],
    on_update=lambda s, msg:
    print("Update received: {}".format(msg)))
streaming_prices.open()
while True: time.sleep(0.2)

The log looks the same, but I can see the updates being printed in the console:

Update received: {'ID': 1, 'Type': 'Update', 'UpdateType': 'Unspecified', 'DoNotConflate': True, 'Key': {'Service': 'ELEKTRON_DD', 'Name': 'EUR='}, 'SeqNumber': 43854, 'Fields': {'BID': 1.1029, 'ASK': 1.1033}}

Update received: {'ID': 1, 'Type': 'Update', 'UpdateType': 'Unspecified', 'DoNotConflate': True, 'Key': {'Service': 'ELEKTRON_DD', 'Name': 'EUR='}, 'SeqNumber': 43918, 'Fields': {'BID': 1.103, 'ASK': 1.1033}}

Update received: {'ID': 1, 'Type': 'Update', 'UpdateType': 'Unspecified', 'DoNotConflate': True, 'Key': {'Service': 'ELEKTRON_DD', 'Name': 'EUR='}, 'SeqNumber': 43982, 'Fields': {'BID': 1.103, 'ASK': 1.1033}}

Update received: {'ID': 1, 'Type': 'Update', 'UpdateType': 'Unspecified', 'DoNotConflate': True, 'Key': {'Service': 'ELEKTRON_DD', 'Name': 'EUR='}, 'SeqNumber': 44046, 'Fields': {'BID': 1.1029, 'ASK': 1.1033}}

pythonrdp-apirefinitiv-data-platformricsrefinitiv-data-platform-librariesstreaming-prices
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Wiphoo.Methachawalit avatar image
21 ●0 ●0 ●0

Hi Natalia.Skaczkowska,


Could you try to replace your loop forever code with asyncio run_forever?

while True: time.sleep(0.2)

with

import asyncio
asyncio.get_event_loop().run_forever()


The StreamingPrices is using the asyncio to manage the callback function.


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Natalia.Skaczkowska avatar image Natalia.Skaczkowska

Thank you, it works now!

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