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Subscribing MBP domain data with RDP

My Customer is enjoying RDP example code , "Example.RDPLibrary.Python-master" - 2.3.0 - Content - StreamingPrices - Update DataFrame.ipynb.

The customer is considering to subscribe MBP domain data (L2) , however the RDP Library seems support only Market Price Domain ?

Hopefully RDP Library supports not only MP but MBP domain as well though.

We'd like to know best practice to get Market By Price Domain data. is there any sample code available?

rdp
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@noboru.maruyama4

Please try the example: 3.2.1 - Delivery - ItemStream-MarkeByPrice.ipynb.

This example demonstrates how to use the Delivery Layer of the library to retrieve MarketByPrice order books from the Refinitiv Data Platform.

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Hi @Jirapongse


I see, I just overlooked this example. Will try to use this for customer demonstration

Best regards

Noboru Maruyama

Hi @Jirapongse


I see this example only works only with Deployed Platform session.

I heard Streaming Delivery with RDP Library uses Web Socket protocol in background.

From that point of view, WebSocket feature must be enabled on Deployed Platform?

The reason I am asking is because, On RTMDS (Hosting Service), WebSocket feature is disabled as default.


Thank you

Best regards

Noboru Maruyama

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@noboru.maruyama4

It works with PlatformSession.

1636446222401.png


The output is:

1636446298267.png

Yes, you are correct. It uses the Websocket protocol.



1636446222401.png (13.0 KiB)
1636446298267.png (63.5 KiB)
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@Jirapongse


Thank you, I took notes this sample works with PlatformSession as well.

And Thank you for the confirmation regarding Web Socket. I took note this too.


Thank you very much

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Hi @Jirapongse


I have tried to run the sample code, then it appears the sample code seems old against installable RDP package,


For example,

Run bellow command will returned error

session = rdp.open_deployed_platform_session(

APP_KEY,

DEPLOYED_PLATFORM_HOST,

DEPLOYED_PLATFORM_USER_NAME

)

AttributeError: module 'refinitiv.dataplatform' has no attribute 'open_deployed_platform_session'


I could fix this particular error though the sample code seems entirely old and does not work.

Do you know where the latest sample code can be download?

What I have obtained the sample code was, from https://github.com/Refinitiv-API-Samples/Example.RDPLibrary.Python

Appreciated your help in advance

Best regards

Noboru Maruyama


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@noboru.maruyama4

It may relate to this question.

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