Hi @matt.edwards, @jordan.carney,

There appears to be some changes in the API Proxy that may be affecting some customers. This is currently being looked into and I will update you once I hear back.

In the meantime, try the following to see if it helps. Note: the code segment below includes a setting for service.

sp = ek.StreamingPrices(instruments = ['XOM'],
                        fields = ['CF_BID','CF_ASK','CF_LAST', 'TRDPRC_1', 'HST_CLOSE'],
                        service = "IDN_RDFNTS_CF",
                        on_refresh = lambda sp, instrument, fields : print(fields),
                        on_update = lambda sp, instrument, fields : print(fields),
                        on_status = lambda sp, instrument, status : print(status))

Hi @matt.edwards,

It is likely due to the time of day you requested for this data. If you requested the data before market open, the data elements you requested may have been blanked out during the closing run for this particular instrument. At some point outside of trading hours, perhaps very early in the morning or late a night, the values were reset. The closing run is dependent on the exchange or feed providing the data in the backend. Did you try after market open? I just tried now and I do see values.

Hi @matt.edwards,

Ok, thanks for confirming. If this was working before, then there is likely something within your environment. Below is the full notebook I just tried within Eikon:

I would first try this and show your output as I did. If you haven't done so already, shutdown and restart Eikon. I don't have an immediate explanation if the above example gives you completely different results - we'll have to troubleshoot further.

In [2]: import eikon as ek
   ...: ek.set_app_key(appKey)
   ...: ek.__version__
Out[2]: '1.1.2'

In [3]: sp = ek.StreamingPrices(
   ...:     instruments = ['XOM'],
   ...:     fields   = ['CF_BID','CF_ASK','CF_LAST', 'CF_DATE', 'CF_TIME', 'OPEN_PRC']
   ...: )

In [4]: sp.open()
Out[4]: <StreamState.Open: 3>

In [5]: sp.get_snapshot()
Out[5]: 
  Instrument  OPEN_PRC
0        XOM     45.35

In [6]: 

sp = ek.StreamingPrices(universe = ['XOM'],
                        fields = ['CF_BID','CF_ASK','CF_LAST', 'TRDPRC_1', 'HST_CLOSE'],
                        on_refresh = lambda sp, instrument, fields : print(field),
                        on_update = lambda sp, instrument, fields : print(field),
                        on_status = lambda sp, instrument, status : print(status))

Yes, it does look like it mainly the 'CF_' fields. I tried your code and got the following:

In [20]: sp.open()
{'TRDPRC_1': 48.38}
{'TRDPRC_1': 48.37}
{'TRDPRC_1': 48.37}
{'TRDPRC_1': 48.365}
...
{'TRDPRC_1': 48.4201} 
{'TRDPRC_1': 48.425} 
{'status': <StreamState.Open: 3>, 'code': 'Open', 'message': 'All is well'} 
{'TRDPRC_1': 48.42, 'HST_CLOSE': 47.14}

Out[20]: <StreamState.Open: 3>

In [21]: sp.get_snapshot()
Out[21]: 
  Instrument  TRDPRC_1  HST_CLOSE
0        XOM     48.41      47.14

So, I did get values for TRDPRC_1 and HST_CLOSE but nothing for any of the 'CF_*' fields.

Yeah I'll +1 on this exact issue. Data not related to the CF_ fields remains in tact and coherent while the CF_ fields simply disappear. It also started at the exact same time as OP. Any resolution or ideas? I've exhausted all my options ( port switching, fresh install, off/on the individual applications via Eikon config, colleagues API key) to no avail.

Thanks Nick, that appears to work for now. Please let me know what we need to do longer term and how we can prevent this in the future.