Python API refinitiv.data , how to query internal RIC (ATS)
Hi,
I would like to perform the same query(in Excel) with Python Data library API:
This return NA (but works for XAG):
Thanks for the help.
Regards
Best Answer
-
@fabien.marcaillou I believe you would need to get a snapshot price from a websocket connection - specifying the DTS source using the service parameter.
stream = rd.open_pricing_stream(
universe=['WMAUDCHF'],
service = 'DTS',
fields=['BID', 'ASK']
)stream.open()
stream.get_snapshot()
Please see if this can work for you. I got this from the RD library Access Layer - Pricing Stream example on github here. I hope this can help.
1
Answers
-
Thanks for reaching out to us.
The RD Library can be configured to connect to the locally deployed RTDS.
"sessions": {
"default": "platform.deployed",
"platform": {
"rdp": {
"app-key": "<app key>",
"username": "<rdp user>",
"password": "<rdp password>"
},
"deployed": {
"app-key": "<app key>",
"realtime-distribution-system": {
"url" : "127.0.0.1:15000",
"dacs" : {
"username" : "api",
"application-id" : 256,
"position" : ""
}
}
}
},
...Then, you can use the following code to retrieve data from the ATS or DTS service on the local RTDS.
non_streaming = rd.content.pricing.Definition(
['TEST.BK'],
service="ATS"
).get_stream()
# We want to just snap the current prices, don't need updates
# Open the instrument in non-streaming mode
non_streaming.open(with_updates=False)
# Snapshot the prices at the time of the open() call
non_streaming.get_snapshot()The output is:
These are services available on my local ADS.
2 -
Thanks everyone for the answers, it's working now.
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