ATS source and Python Eikon API
Hi, I'd like to use the python "get_data" function to retrieve some ATS data. I tried to set the RTFeed parameter to "ATS" but it doesn't work. Can you help me to understand if the ATS source is accessible on python APIs?
Best Answer
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Hi @aradicchi
Please see the existing post on a similar topic - in particular my colleague Alex's reply which does suggest a potential workaround.
You can consume ATS data by connecting to your internal TREP system using Python - rather than via Eikon.
See the following tutorials - https://developers.refinitiv.com/elektron/websocket-api/learning - on using the TREP Websocket Inteface to consume data using Python. You will need access to an ADS v3.2.1 in order to use this interface. Please check with your Market Data team for confirmation.
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