Hello everyone,
I'd like to know, if possible, what's the time delay for "CF_LAST". Or is the price reported real time?
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There are no field level delays on the datafeed, only RIC level delays. If you use real-time RIC (e.g. TRI.N), and you're entitled to view real-time data from this exchange, the price returned into CF_LAST will be the latest trade price from the real-time datafeed. If you're using a delayed RIC (e.g. /TRI.N) explicitly (you typed it in) or implicitly (you typed in TRI.N, but you're not entitled to real-time data from the exchange, so instead of TRI.N you get data from /TRI.N), then the delay time varies by exchange. Exchanges define after what delay time their market data is not fee liable, and some exchanges do not provide non fee liable delayed data at all. For US exchanges the delay time is 15 minutes.
Okok, so, if I execute this code, this mean I'm getting the real-time value for CF_Last?
data = ek.get_data('TSLA.O', 'CF_LAST', parameters=None)
How do I check for real time entitlements for other exchanges?
If you're entitled to real-time data from NASDAQ, then yes. You're not getting streaming data, as streaming is not yet available through Eikon Data APIs. But you're getting the latest snapshot value from the real-time datafeed.
You can check if you're entitled to view the real-time RIC using Quote app in Eikon. Type in the RIC, e.g. VOD.L. The RIC retrieved is displayed in the top left corner. If the RIC displayed is VOD.L, you're entitled to view it. If the RIC displayed is /VOD.L, then you're only entitled to delayed data. You can also look at the value in DSPLY_NAME field, which for stocks returns the company name. In delayed RICs "/d" is appended to the company name. If you're not entitled to real-time data from say Johannesburg exchange, then
ek.get_data('AGLJ.J',['DSPLY_NAME'])will return
( Instrument DSPLY_NAME 0 AGLJ.J ANGLO/d, None)
Note "/d" at the end of the company name.
