Hello team, could you please help us get the Order Book with Eikon API - preferred in Python or R
We have an important demo for a significant client and we wish to advance with this request.
This is what I got so far
import refinitiv.dataplatform as rdp import eikon as ek import pandas as pd import plotly.express as px import time
rdp.open_desktop_session('DEFAULT_CODE_BOOK_APP_KEY') ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
fields = [] for i in range(1, 10): fields.append('BEST_BID' + str(i)) fields.append('BEST_ASK' + str(i)) fields = fields + ['BEST_BSZ10', 'BEST_BID10', 'BEST_ASK10', 'BEST_ASZ10'] ek.get_data('BBDC4.SA',fields)
But those fields are not found for RIC < BBDC4.SA >.
Another question is if client could get streaming book in R with Eikon API?
Thanks