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Are Prices in Tick History Intraday Summaries and Elektron Timeseries reports Clean or Include Ac...
...crued Interest? Hi, I am currently using the Tick History Intraday Summaries and Elektron Timeseries reports. Could you please confirm whether the prices provided in these reports include accrued interest, or if they are presented as clean prices. Thanks.
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Python | Refinitiv Data | stream.recorder | TypeError: 'NoneType' object does not support item as...
...signment I am intermittently seeing the below error. What could be a possible reason for this issue to occur? This error pops up when looping through an array of streams (each stream contains a list of RICs to perform: stream.recorder.record(frequency='tick') Error: Exception in thread…
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Stream multiple chain request in RDP
Hello! I need to stream data for multiple chains in RDP. It seems that contrary to the Pricing stream where multiple RICs can be added using IPricingStream.AddItem(), IChainStream seem allowing only one RIC in the Definition while defining the stream. Is there a way to request multiple chain RICs on one stream? The need is…
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Streaming Z spread
Hello everyone, I'm new to refinitiv and I would like to start streaming data. I managed to get BID_YIELD data however I could not manage to do the same for ZSPREAD. Thanks in advance for your help Here is the code import refinitiv.data as rd from refinitiv.data.content import pricing rd.open_session () streaming =…
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Several domains in an item request?
Is possible to include several domains in the same item request to received all in the same stream? For example, domain "MarketPrice" and "MarketByPrice" to receive L1 and L2 in the same stream. Thank you.
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Websocket API Transport Stream Closed
Hi Team, I have a customer trying to use Websocket API to retrieve real time data. The application is being developed in Windows operating system, and the connection should be done to a local RTDS infrastructure. According customer they have a successful telnet to RTDS machines in port 15000, but the connection from…
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Memory usage of instrument metadata cache (InstrumentMeta object)
Our thick client desktop application provides a tool similar to Workspace Monitor, where our users can open a list of instruments with specific fields to monitor. Sometimes that list can be fairly large, up to 500 instruments. In profiling the memory usage in our desktop application we noticed that a large portion of the…
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Seeing metadata error when subscribing to streaming summaries for specific instruments
In the HistoricalPricing - TSInterday project we're subscribing to streaming summaries with a Daily interval and are receiving the following error: "Error: Failed to load meta data. Failed to load Instrument Metadata for item: AUA04000524=WPAC". The same error is returned for US1DCP=. Here is the code that can duplicate…
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Incorrect prices in Update events after closing and opening streams of different intervals
Using the latest release of the Refinitiv Data Library, we're seeing an issue where the Update values for a 1-minute stream are being populated with the latest Insert values from the Daily stream. Screenshot from MetaStock in the comments. The steps are to open a chart of one instrument (AAPL.O) with a Daily interval,…
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Opening a second stream with the same instrument but a different interval results in no data updates
If a stream is opened with a specific instrument and interval (AAPL.O and Daily) and then a second stream is opened with the same instrument and a different interval (AAPL.O and 1M) the second stream does not receive updates. It also happens whether the first stream is closed or left open. Code below... static void Main()…
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Best approach for requesting latest values for option contract fields
Using Refinitiv Data Library for .Net, what is the recommended way to request the most recent data for options contracts? We have a tool in our product similar to OptionWatch that lists available options contracts for a given base instrument along with the most recent values for relevant fields like Bid, Ask, Open…
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How to capture failed subscriptions in the refinitiv.data python apis?
I'm using the python refinitiv.data apis to gather snapshot data. This program is run for hundreds or maybe thousands of rics and there are often some sort of errors with some of the rics (record cannot be found, record not permissioned, etc). I have not been able to find a way to capture these errors programmatically, and…
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Streaming 1min bars from Refinitiv Data Library for Python
Does the Refinitiv Data Library for Python (link) support streaming 1 minute OHLC bars? I.e. allow to open a subscription and await/stream the bars as they come in, using a websockets-like event based framework. As opposed to having to query them repetitively with the REST rd.get_history function.
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Streaming 1min bars from Refinitiv Data Library for Python
Does the Refinitiv Data Library for Python (link) support streaming 1 minute OHLC bars? I.e. allow to open a subscription and await/stream the bars as they come in, using a websockets-like event based framework. As opposed to having to query them repetitively with the REST rd.get_history function. I asked this question…
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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…
