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Hi there!
Im trying to get real-time information of USTARTSD=ME and it seems that the API is bringin delayed data.
Could you please help me with this issue?
Mi script is simply the folowing lines:
import eikon as ek
ek.set_app_key('MY_KEY')
df, err = ek.get_data('USTARTSD1=ME',
['CF_LAST',
'PRIMACT_1',
'SEC_ACT_1'],
parameters={'SDate':'2019-08-20', 'EDate':'2019-08-20'})
This data comes from the Mercado Abierto Electronico (MAE) which is a 3rd party exchange that requires permissioning from them. You can request either from your internal Market Data Group, or account manager.
