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What types of streaming features are there?

I recently started using "StreamingPrices" to get some values from economic events, but I have been having trouble subscribing to most RICs to get data regarding Earnings.


Is there any other method of streaming for Python for this purpose or does "access denied" only concern access to RICs and should I request access to them? I ask because I can normally access the same symbols, with the same fields, by the "get_data" method, but with "StreamingPrices" I tested the access to more than 8 thousand RICs and only managed to access 8 RICs.


In another question, I was suggested to hire the "Refinitiv Real Time Optimized" service for efficiency reasons, would that give me access to some similar and more powerful method like "StreamingaPrices"? Would the new service grant me access to symbols that I do not have access to through "StreamingaPrices"?

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Hi @diego37

The StreamingPrice interface is primarily for consuming real-time streaming data such as quote and trade price (as well as other data published in real-time by the exchange/source provider).

When you try requesting a symbol/instrument using StreamingPrices and you get access denied - that indicates that whilst streaming data is available for that instrument - you are not licenced.

However, if you get a Status Message such as:

{'status': <StreamState.Closed: 1>, 'code': 'ConnectionError', 'message': 'The record could not be found'}

Then that indicates that the instrument you are trying to request is not available as real-time streaming instrument.

For Content availability type questions, I would recommend you create a Content-type Ticket with My.Refinitiv - so that you can speak to a specialist who can advise further on what is and isn't available via the different data sources.

Certainly, for real-time streaming data, the RRTO service may make more sense than trying to consume via a Desktop application such as Eikon - as it adds the additional overhead of communicating with the Eikon Data API proxy etc.

However, you should confirm the content you require is indeed something that is carried on the RRTO service. I can see a few example RICs such as USNFAR=ECI and USADP=ECI - but AFAIK these don't update that often and whether they offer the kind of data you are after.


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Thank you for the answer.


Just one more question about the RRTO: is it linked to the desktop like Eikon or can I use it on multiple computers just with the key?

Hi @diego37

RRTO credentials are normally licenced for 5 concurrent connections - and they take the form of a machineID, password and key.

There may be some licence restrictions on redistribution of data - you can check these with your Refinitiv account team.

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@diego37

In addition to the response from @umer.nalla, I think it would be helpful to explain why you're getting "access denied" response when subscribing to streaming market data using StreamingPrices, while at the same time being able to retrieve snapshot market data for the same RICs using get_data method.

Most exchanges charge consumers of market data a fee for access to real-time data. Market data vendors like Refinitiv pass this fee on to their clients. This is standard practice followed by all market data vendors. If you'd like to retrieve real-time market data for stocks traded on London Stock Exchange, you need to pay a monthly fee for access to this specific dataset. This fee is in addition to any charges market data vendors like Refinitiv levy for their base products. Most exchanges also provide delayed market data, which is free of exchange fees. Refinitiv Real-Time network has separate symbols (RICs) for real-time and delayed market data. Delayed RICs are typically prefixed with "/" character. E.g. the RIC for real-time market data for IBM stock traded on NYSE is "IBM.N", the delayed RIC is "/IBM.N". If you don't subscribe to real-time market data from NYSE and try using "IBM.N" in StreamingPrices, you'll get "access denied". If you use "/IBM.N" instead, you should be able to retrieve the data assuming your base product subscription includes access to market data for US stocks. When you request snapshot data using get_data method and "IBM.N", it first tries retrieving "IBM.N", and, if you're not entitled, it automatically tries delayed RIC "/IBM.N". This is why you were able to retrieve the data using get_data method.

Whether you subscribe to Eikon or RRTO service, if you'd like to retrieve real-time data from an exchange, you need to specifically sign up for it and pay the exchange fee. Exchanges often differentiate between "display" and "non-display" use of their market data. "Display" use means market data is consumed by a single end user. "Non-display" use means market data is utilized in some kind of server side or enterprise application. Exchange fees for "non-display" use are higher.

If you need any further info or any clarification, the best person to talk to is your Refinitiv account manager.

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Thank you for the explanation.

Just one more question: what do you mean by delayed? Is it seconds? Minutes? Does it sends me the previous value only when there is a new one?


Thank you in advance!!

The delay period is defined by each exchange. For US exchanges it's 15 minutes. This means that when you receive an update on field TRDPRC_1 (last trade price) for "/IBM.N" this update corresponds to a trade executed 15 minutes prior. You can view delay times for world exchanges by typing in "WORLD/DELAY1" in a Quote app in Eikon application.

Delayed data on Refinitiv Real-Time Network is also heavily conflated, which is a separate process from delaying the data. Delayed RICs on Refinitiv Real-Time Network are updated at most once a minute regardless of how many trades or quotes occurred within that 1 minute interval. When 1 minute interval lapses a single update containing only the latest trade and quote info received within that 1 minute interval from the exchange is broadcast on Refinitiv Real-Time Network.

For real-time RICs every trade and quote is broadcast as a separate update in real-time, although depending on the infrastructure and the delivery option some conflation may occur during heavy market activity periods.

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