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sinan_islam avatar image
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Streaming Data From Eikon Excel To Python

Hello,

I am trying to read price data from Eikon Excel to Python Pandas DataFrame during real time updates.

The issue is that Eikon Excel does not save streaming data in real time, while Python can only read saved excel files. I tried to use an Excel macro to automatically save the file during real time updates, but unfortunately, it crashes Eikon Excel addon. It seems that the two events (macro save and Eikon updates) cannot run at the same time.

Is there a way to stream price data from Eikon Excel to Python without saving the Excel file?

PS.: I am using MetaStock subscription, thats why I cant read directly from your Data Feed API using Python.

eikoneikon-data-apieikon-com-apieikon-for-officepandas
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2 Answers

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Alex Putkov.1 avatar image
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You could try using xlwings to transfer data from Excel to Python. I can't say I have much experience with using xlwings to transfer frequently updating data from Excel to Python.

On a separate note Refinitiv Developer Portal is probably not the best place for a question that essentially aims to circumvent Refinitiv commercial policy, that deems programmatic access to Refinitiv data a premium feature and only makes it available in products that are significantly more expensive than Metastock Xenith.

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sinan_islam avatar image
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Thanks for your reply!

I will check the python addon.

On a separate note, I didnt know that trying to access excel data from Python is considered an act of fraud and deception. Too bad alot of analysts do that everyday. They should listen to your great advice.

Refinitiv is very expensive and I dont need 99% of its features. So why would I buy it?

Why are you imposing a huge fee just to access a data feed? Exploitation? or perhaps bad marketing?

Learn to segment your product line better, before accusing anyone!

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Alex Putkov.1 avatar image Alex Putkov.1

@sinan_islam
There's nothing wrong with using product capabilities and extending them for your personal use. It's not an act of fraud to transfer data from Excel to Python, as long as Refinitiv data remains for your individual use only. I don't know how you got that from my response, but please accept my apologies if you felt you were being accused of anything.
It's perfectly natural for a consumer to want to have premium features at the lowest price, just as much as it's natural for a vendor to want to sell its products at the highest price. There's nothing wrong with extending the capabilities of the vendor's low end product, even when this extension aims to replicate features the vendor reserved for its higher end products. It just strikes me as odd to ask the vendor for an advice on how to best implement such an extension. I would find it similarly odd if someone was asking Microsoft for an advice on how to implement an Excel add-on for an old version of Office that replicates a feature introduced in the latest version of Excel because that someone doesn't want to pay for an upgrade. Perhaps it's only me who finds it odd.

wasin.w avatar image wasin.w

Hello @sinan_islam

If you are interested to use xlwings to export your data to excel, please refer to Financial Reporting with Eikon and Excel article.

Hope this help.

sinan_islam avatar image sinan_islam wasin.w

Thanks for trying to help me! But this does not work, because Mr. Alex Putkov contradicts himself in another post by saying that MetaStock users are not allowed to access Refinitiv Data Feed API.

https://community.developers.refinitiv.com/answers/46143/view.html

Following the sample code you provided, I keep getting the error "Port number was not identified", and the file named PortInUse does not exist under AppData Thomson directory. It is probably because I dont want to pay for an upgrade to a product that I will not use.

That said, people should purchase stuff they do not need. I find it odd that people do not want to pay for products they do not wish to use. Perhaps it's only me who finds it odd.

Unfortunately, the data feed for the market I trade is monopolized, so I do not have lots of options for alternatives.

I will deal with it. Thanks anyway.