Consuming data from Thomson Reuters Elektron Data Platform

Hi,

I am starting to look into how to consume data from Thomson Reuters Elektron Data Platform.

Our use case is that we want to retrieve snapshot data for a given instrument (for example EUR=). Is it possible to achieve this out of the box from the Linux machine created by the Amazon Machine Image?

If not what is the recommended way of retrieving snapshot data? Is there a REST Service ready to be consumed?

Best Answer

  • Hi @mila.zaharinova,

    You can follow the instructions in Quick Start -Connecting to Elektron Real Time in Cloud to retrieve real-time data.

    Please be aware you will need an user ID and password to connect to the ERT in Cloud service. If you don't have the ID yet pleas contact your Thomson Reuters account team as described in the guide.

    The example in the guide is for streaming data. If you only need snapshot, you can send a close message to unsubscribe the item after the program receives the first refresh/image of the instrument:

    mp_req_json = {
    'ID': <Item Subscription Id>,
    'Type': 'Close'
    }