Streaming 1min bars from Refinitiv Data Library for Python

pvklooster
pvklooster
in Refinitiv Data Platform Libraries

Does the Refinitiv Data Library for Python (link) support streaming 1 minute OHLC bars?

I.e. allow to open a subscription and await/stream the bars as they come in, using a websockets-like event based framework.

As opposed to having to query them repetitively with the REST rd.get_history function.

I asked this question here and answer was that this functionality was in the pipeline for 2023.

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Best Answer

  • nick.zincone
    nick.zincone
    Answer ✓

    Hi @pvklooster

    The implementation of this feature in the Data Library for Python has been delayed and we have no timeline to communicate. Another option is to consider using the Data Library for .Net.

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