For a deeper look into our Elektron API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
1 0 0 0

How can I retrieve a RIC like "aUS3M" with Websocket API?

Hi

I'm trying to retrieve economic indicator using Websocket API on RTO (using Python) which is working fine for RICs like "USJOB=ECI", but unfortunately not to retrieve RICs like "aUS3M/A". For the latter I get the error message "The record could not be found". The RIC nevertheless can be found in EIKON.

aus3m.png

How could I get data for such RICs too?

Thanks

pythonwebsocketseconomic-data
aus3m.png (87.2 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvote
Accepted
52.9k 136 44 63

@Michael Maendli

If you use Eikon Quote to subscribe to this RIC, you will get the same error "The record could not be found".

1660873831867.png

This RIC is not available in the Refinitiv real-time network.

However, it can provide historical data.

1660873906130.png

The WebSocket API can retrieve real-time data which is similar to Eikon Quote. Therefore, if the data is not available in Eikon Quote, it will not available in the WebSocket API.

However, you can contact the content support team directly via MyRefinitiv to confirm it.

Moreover, you can use Refinitiv Data Library for Python to retrieve historical data of this RIC.

response = historical_pricing.summaries.Definition("aUSM2%2FA").get_data()
response.data.df

The output is:

aUSM2%2FAVALUEDate

2020-11-30189698000000002020-12-31191248000000002021-01-31193726000000002021-02-2819615400000000


1660873831867.png (12.8 KiB)
1660873906130.png (32.2 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
16.7k 42 12 19

Hi @Michael Maendli,

The RIC aUSM2/A is a DataStream item and is not available on the realtime or Eikon, and hence cannot be subscribed using the Websockets.

If you have DSWS license, then you can get the data as:

>>> ds.get_data(tickers='<aUSM2/A>', fields=['RELV'], kind=0)

  Instrument Datatype    Value Currency
0  <aUSM2/A>     RELV  21667.5       U$
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvote
18.1k 21 12 20

Hi @Michael Maendli

ahs1.png

From the search result above, you can see that there is no "Real Time RIC" associated with these ECI that are in your query.

So, it is not possible to retrieve these ECIs via RTO (RTO is a real time feed).


Please note that some ECIs from some countries do have real time RIC associated.



ahs1.png (405.8 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.