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simon.garisch avatar image
41 ●0 ●0 ●0

Missing fields in StreamingPrices


Calls to ek.get_data appear to work fine, but fields are missing what I make a request to StreamingPrices.

In [12]: 
APP_KEY = "..."
In [3]: 
import eikon as ek

ek.set_app_key(APP_KEY)
ek.__version__
Out[3]: 
'1.1.6.post2'
In [7]: 
INSTRUMENTS = ['GBP=','JPY=', 'CAD=']
FIELDS = ['CF_BID','CF_ASK','OPEN_PRC', 'CF_HIGH','CF_LOW', 'CF_CLOSE']
In [8]: 
streaming_prices = ek.StreamingPrices(
    instruments = INSTRUMENTS, 
    fields = FIELDS
)

streaming_prices.open()
Out[8]: 
<StreamState.Open: 3>
In [9]: 
streaming_prices.get_snapshot()
Out[9]:
InstrumentOPEN_PRC0GBP=1.27211JPY=105.39002CAD=1.3385

There are fields missing when using StreamingPrices.

If I use get_data:

In [10]: 
df, err = ek.get_data(
    INSTRUMENTS, 
    FIELDS,
)

df
Out[10]:
InstrumentCF_BIDCF_ASKOPEN_PRCCF_HIGHCF_LOWCF_CLOSE0GBP=1.27221.27261.27211.27391.26911.27221JPY=105.2400105.2700105.3900105.4700105.2300105.37002CAD=1.33971.34011.33851.34141.33721.3385In [11]: 
err is None
Out[11]: 
True

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4 Answers

Upvotes
Accepted
simon.garisch avatar image
41 ●0 ●0 ●0

Confirmed after chatting that this works after explicitly setting the service:


streaming_prices = ek.StreamingPrices(

service = "IDN_RDFNTS_CF",

instruments = INSTRUMENTS,

fields = FIELDS,

)


Here is a related post:

https://community.developers.refinitiv.com/questions/61634/data-fields-for-the-eikon-streaming-api.html

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Upvotes
pierre.faurel avatar image
4.3k ●2 ●4 ●5

Hi,

On my side, I got results with same fields:

As StreamingPrices retrieve realtime through your Eikon connection (where get_data get it from platform), you shouldn't see any CF_xxxx fields in Quote.

Could you open a Quote object with one currency to check it ?

With my Eikon, I have this:



1600978410864.png (30.9 KiB)
1600978932418.png (29.1 KiB)
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simon.garisch avatar image
41 ●0 ●0 ●0

Thanks for the follow up. If I pull up the quote screen I do see values for CF_XXX coming through. Is there anything else I could look at?


qbp-quote.png (36.2 KiB)
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Upvotes
simon.garisch avatar image
41 ●0 ●0 ●0

Is this post related?

https://community.developers.refinitiv.com/questions/54777/hi-everyone.html


I'm currently kicking the tires on the free trial of Eikon. Does this restrict access to fields?


Thanks

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