We are building a pricing service that requires getting quote snapshots every few minutes. We would also like to get implied volatility for a given underlying equity where possible. The pricing service is written in python and runs on Linux (though we can run it on Windows as well). Also, I am currently permissioned for Eikon and can get data into Excel but don't have access to the Eikon Data Proxy API. There appear to be a number of different ecosystems such as DSS, Elektron, and REDI that might solve this problem (?) but it is not clear to me the best way forward. Is there an alternate API system I should/could be looking at?