Python Data retrieving

e-naji
e-naji
in Eikon Data APIs

Hello,

I'm using Python to retrieve live FX Data, like Bid/Ask Eur/Usd. But it's too slow.

I'm using the function eikon.get_data("EUR=",['PRIMACT_1','SEC_ACT_1']). It takes like 1-2min and I need a faster way.

Thank you,

Code example :

def CalculDevise(devise):

return (ek.get_data(devise,['PRIMACT_1','SEC_ACT_1'])[0].values.tolist())[0];

EURUSD = CalculDevise('EUR=')

GBPUSD = CalculDevise('GBP=')

USDCAD = CalculDevise('CAD=')

...

USDKWD = CalculDevise('KWD=')

I'm creating a FX Interface on Python that projects(shows) Live FX Data. And since I'm retrieving several data at the same time, I'm having a speed issue.

Tagged:

Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov
    Answer ✓

    Try requesting all instruments at once, i.e.

    ek.get_data(['EUR=', 'GBP=', 'CAD=', 'KWD='],['PRIMACT_1','SEC_ACT_1'])[0]

Answers

  • Zhenya Kovalyov
    Zhenya Kovalyov

    It does not look like an API issue. The get_data() call will be forced to time out after 30 seconds, I believe, so I can not see how your request can take 1-2 mins to be delivered.

    Could you please provide more details, like the full code sample?

  • e-naji
    e-naji

    Thank you for your answer. Please take notes of the changes!

  • e-naji
    e-naji

    Yes, for 20 data it goes from 18 sec to 3 sec.

  • e-naji
    e-naji

    Just for information, is there any other way to retrieve the data to Python ? Like from Web or something

  • Zhenya Kovalyov
    Zhenya Kovalyov

    well, technically it is web, you are just using the wrapper around the REST API. There is no better way to get the data in to python with Eikon.

  • e-naji
    e-naji

    Ok thank you, do you mind telling me how to do it by web ?

  • Zhenya Kovalyov
    Zhenya Kovalyov

    Unfortunately we are not yet disclosing the underlying API calls, as the protocol is due to change.

Categories