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Error while running RTO: Item State: Closed / Suspect / None / 'Login stream was closed.'
I am making a batch request and calling consumer.uninitialize() in the end as part of cleanup. I do receive prices but then I get this warning and a close message for all my items saying login stream was closed. I am running my application on a trial license. Is this happening because I am on trial and there are no more…
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Get Intraday Prices for European Governement Bond
Hello, I want to get intraday prices minute by minute for European Bonds (traded prices and volume) for Portuguese government bonds at the intraday level (tick, minute, hour). Let use the RIC: PT10YT=RR I managed to get quotes for last price of the day but not all intraday prices in a frequency of minute by minute. Thank…
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RDP Pricing Streaming API
How often do we need to re-subscribe for a symbol? How many RICs can we subscribe to within each subscription request? Can the same jwt be used for socket and to retrieve pricing? What modes can we use for transport? And what are the differences between data formats of price streaming (rwf/tr_json2)
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Real Time Data Trading Sessions in every tick
Hi I am trying to create charts and client frontend using Real-Time price stream data over RTDS (TREP). I identified the fields that contain the information of starting a trading session (opening auction, continuous trading, close, etc.) INST-PHASE, PRC_QL,CD, etc. My only problem with these fields that I need a backup in…
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stream managment for real time pricing using refinitive websocket elektron api
Hi , i am trying to get real time prices using websockets and RTDS. my login gets smooth but when i send the request registering my Rics , it closes the stream immediately and start sending me prices on another stream. its not a problem as sch but how would i know which ID to set for new incoming tickers Batch request . is…
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streaming prices request
asyncio.get_event_loop().run_until_complete(asyncio.sleep(1)) i'm using asyncio loop to remain the ek.StreamingPrices function to remain the data stream open i need to know since i'm continuously keeping the stream open and sleeping for one second streaming_prices = ek.StreamingPrices( instruments = newlist, fields =…
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rd.content.pricing.Definition issues
Hi , Can you please provide the exact syntax or the exact github section for the remove_instruments and add_instruments methods which are used in rd.content.pricing.Definition function for streaming prices to add and remove assets dynamically from the instruments list for receiving prices.
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incorrect prices stream data
I have around 50 US Stocks for which i am trying to fetch the prices in stream ...I am getting following output for AAPL.O : Refresh received for AAPL.O: _UniverseStreams id=0 universe=['AAPL.O', 'ABBV.K', 'ABT', 'ADBE.O', 'AMD.O', 'AMGN.O', 'AMZN.O', 'AVGO.O', 'BA', 'BAC', 'BRKb', 'CMCSA.O', 'COST.O', 'CRM', 'CSCO.O',…
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How to set conflation interval when streaming prices from Refinitiv Data .NET C# Library
I am using the Refinitiv Data .NET/C# Library to stream prices and would like to be able to set a conflation interval for the OMMStream. Ex: Receive price updates every 5s, 10s etc instead of the default price update frequency of the stream.
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StreamingPrices run forever
Hi, I'm using the Eikon Data API and trying to get streaming prices working from a script (not jupyter). I'm using the example code provided on PyPI and on github (in a script form). Currently the streaming_prices.open() receives updates and refreshes for the specified instruments and then almost immediately completes and…
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New RD library for python is leaking memory when opening/closing streams
Hey We are trying to use the new Refinitiv Data Library for Python, but we are experiencing memory leaks when opening/closing pricing streams. Can you please investigate and fix? Over 20 iterations of the above stream opening and closing, the memory increases as below: Loop #1 Memory before open stream = 103.12109375…
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Why I can't get the whole RIC history when I make a multirequest, but I only get last 30 periods?
I am using this python code to get power and gas hist prices Basically I created 3 dictionaries with all the RICs for Power DE, Power Fr and TTF price for all the monthly and quarterly and cal products. I create a simple function that for each key of the dict, download the price series. Then I change the column names with…
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VAConsumer ETA CSharp Not Streaming Data
Hi, I was using VAConsumer app to access the streaming data for USFOMC=ECI Yesterday at 11:30 UTC. The data released at expected time but it didn't got updated in the CMD under the field it supposed to (ECON_ACT). The data was updated on Eikon terminal though. Can you please help me with what I might be doing wrong. I've…
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[Eikon Data API - Streaming Prices - Python] Cannot receive streaming prices via API, error: Rece...
...ive status message for unknown subscription 1) Main issue: When using Eikon Data API for Python, there is an issue on receiving streaming data with a python script as simple as: import eikon as ek ek.set_app_key("xxxxx") ek.set_log_level(1) def on_update(item, fields, status, error): print(f"Item: {item}, Fields:…
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Receive status message for unknown subscription id 2
Trying to stream prices for LCOc1 and keep getting 'Receive status message for unknown subscription id 2'. Does anyone know why this would fail to establish connection to the platform? Should have ICE and CME live prices subscription enabled and this worked perfectly yesterday and for a week before. * Eikon Python API…
