Establish a websocket connection and set headers?

g.suhharukov

Hello, I am using R software and struggling to make a websocket connection. The initial source for my websocket connection is here https://github.com/rstudio/websocket The codes, which I want to repicate ar here https://github.com/Refinitiv/websocket-api/blob/master/Applications/Examples/R/market_price_authentication.R

websocket function in github is old one and seems not to work.

header_entry = list(name="Cookie", value=paste("AuthToken=", auth_token, ";AuthPosition=", position, ";applicationId=", app_id,";", sep=""))
#header_entry_new = list(Domain="Login",ID=1, Key=list(Elements=list(ApplicationId=app_id,AuthenticationToken=auth_token,
Position=paste(position,"/S24533",sep = "")),NameType="AuthnToken"))
#header_entry_new<-jsonlite::toJSON(header_entry_new)
#header_entry_new<-gsub("\\[|\\]","",header_entry_new)
headers_list = list(header_entry)

ws <- WebSocket$new("wss://emea-1.pricing.streaming.edp.thomsonreuters.com:443/WebSocket", headers =header_entry)

By using wss://emea-1.pricing.streaming.edp.thomsonreuters.com:443/WebSocket and header_entry_new (in header) I tried to replicate following command in Python. I also tried in R to use only wss://emea-1.pricing.streaming.edp.thomsonreuters.com (+ headers =header_entry, port=443) and multiple different combinations, because in the github code :443/WebSocket part is neglected. However I got an error message saying that Error in .subset2(public_bind_env, "initialize")(...) : unused arguments (headers = list("Cookie" .....

Connecting to WebSocket wss://emea-1.pricing.streaming.edp.thomsonreuters.com:443/WebSocket ...
WebSocket successfully connected!
SENT:
{
  "Domain":"Login",
  "ID":1,
  "Key":{
    "Elements":{
      "ApplicationId":"256",
      "AuthenticationToken":"XXXXX",
      "Position":"172.17.57.17/S24533"
    },
    "NameType":"AuthnToken"
  }
}

What else can I change to establish a connection? (Authentication token I could retrieve)

Jirapongse

@g.suhharukov

I have tested it with R-4.0.3. It can send an item request properly. It looks like that there is a problem with the SEND_REQUEST flag.

Got Message [{"ID":1,"Type":"Refresh","Domain":"Login","Key":{"Name":"xxx","Elements":{"AllowSuspectData":1,"ApplicationId":"256","ApplicationName":"ADS","AuthenticationErrorCode":0,"AuthenticationErrorText":{"Type":"AsciiString","Data":null},"AuthenticationTTReissue":1605263502,"Position":"192.168.56.1","ProvidePermissionExpressions":1,"ProvidePermissionProfile":0,"SingleOpen":1,"SupportEnhancedSymbolList":1,"SupportOMMPost":1,"SupportPauseResume":0,"SupportStandby":0,"SupportBatchRequests":7,"SupportViewRequests":1,"SupportOptimizedPauseResume":0}},"State":{"Stream":"Open","Data":"Ok","Text":"Login accepted by host ads-premium-az1-blue-15-main-prd.euw1-az1."},"Elements":{"PingTimeout":30,"MaxMsgSize":61430}}]
Single Message
### Check Message:  Refresh Login FALSE
{"ID":2,"Key":{"Name":"TRI.N"},"View":["BID","ASK"]}
Got Message [{"ID":2,"Type":"Status","Key":{"Service":"ELEKTRON_DD","Name":"TRI.N"},"State":{"Stream":"Closed","Data":"Suspect","Code":"NotEntitled","Text":"Access Denied: User req to PE(6562)"}}]

You may try to change = to <- at the beginning.

REFINITIV_API_URL <- "https://api.refinitiv.com/&quot;
OAUTH2_TOKEN_URL <- paste(REFINITIV_API_URL, "auth/oauth2/v1/token", sep="")
RELOGIN_INTERVAL <- 250
NEXT_RELOGIN_TIME <- Sys.time()
SEND_REQUEST <- FALSE

If it is still not working, please remove your credentials from the example code, and then share the source file.

zoya faberov

Hello @g.suhharukov,

I would approach this via Python first, let me explain:

For Python integration, you can follow Quick Start - Connecting to Elektron Real Time in Cloud tutorial, step by step.

Once you have completed it and verify by observing the streaming market data, next, would move on to R, and at this point integrating in R using this example should be more straightforward, you will be able to proceed by analogy with Python quickstart, but analogous, in R.

While running quickstart, you will also be able to verify that machineId, password and clientId combination you are passing as parameters is valid, for the streaming ERT request.

g.suhharukov

@zoya.farberov Thank you for reply. I already connected via Python and got the answer from the server, thereafter I moved to the next step - apply R. In R I also succeeded in getting an authentication token (using all necessary information: machine ID, password...). However, the key problem is that I cannot/do not know how connect to the websocket server using different websocket function in R.

zoya faberov

Hello @g.suhharukov,

Just to confirm, when you say you got the answer from the server in python- you mean that you have received a token, or you also see the streaming market data?

zoya faberov

Hello @g.suhharukov,

Just an idea rather then the ready answer.

There are two working Python examples:

Quickstart for TREP -> Python and Quickstart = Try it out for ERT

One implements websocket to deployed infra = TREP, another is websocket to ERT in cloud, what you are looking to implement in R.

market_price_edpgw_authentication.R is example that also targets deployed infra, TREP. Websockets in the example are old, but still should be working. This example is analogous to the former, the deployed example.

The differences in handling between the two python examples, makret_price_authentication.py and market_price_edpgw_authentication.py is essentially what you have to modify in market_price_authentication.R to arrive at market_price_edpgw_authentication.R. Do you see?

For instance, I am noticing that websocket.WebSocketApp for ERT does not pass any cookies. This can potentially be what is specifically causing the issue.

Hope this helps

g.suhharukov

I got both of them.

Jirapongse

@g.suhharukov

Please try the attached code. I installed both:

• install_github("rstudio/websocket")
• install_github("rstudio/httpuv")

You need to specify username, password, and clientid in the code.

USERNAME <- "username"
PASSWORD <- "password"
CLIENTID <- "clientid"

Then, run it with RScript. websocket.R.txt

g.suhharukov

jirapongse.phuriphanvichai

Thank you for the provided code, it is very helpful. I got the authentication token. However, as before, when I run following line

ws <- WebSocket$new("wss://emea-1.pricing.streaming.edp.thomsonreuters.com:443/WebSocket", protocol="tr_json2", autoConnect = FALSE)

Error in .subset2(public_bind_env, "initialize")(...) : 
  unused arguments (protocol = "tr_json2", autoConnect = FALSE)

The same error appears every time. Do not know how avoid it.

Jirapongse

Add the sessioInfo() before creating a WebSocket.

ACCESS_TOKEN = get_access_token()
sessionInfo()
ws <- WebSocket$new("wss://emea-1.pricing.streaming.edp.thomsonreuters.com:443/WebSocket", protocol="tr_json2", autoConnect = FALSE)

Please share the output:

R version 3.6.3 (2020-02-29)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 18363)

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United States.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] httr_1.4.2           jsonlite_1.7.1       websocket_1.3.1.9000

loaded via a namespace (and not attached):
[1] compiler_3.6.3 R6_2.5.0       later_1.1.0.1  curl_4.3       Rcpp_1.0.5
[6] rlang_0.4.8

g.suhharukov

Here is the output

jirapongse.phuriphanvichai

> ACCESS_TOKEN = get_access_token() 
get_access_token 
> sessionInfo() 
R version 4.0.3 (2020-10-10)
Platform: x86_64-w64-mingw32/x64 (64-bit) 
Running under: Windows 10 x64 (build 18363) 
Matrix products: default 

locale: [1] LC_COLLATE=Estonian_Estonia.1257  LC_CTYPE=Estonian_Estonia.1257    LC_MONETARY=Estonian_Estonia.1257 LC_NUMERIC=C                      [5] LC_TIME=Estonian_Estonia.1257     

attached base packages: [1] grid      stats     graphics  grDevices utils     datasets  methods   base      

other attached packages:  [1] httr_1.4.2       httpuv_1.5.4     websocket_1.3.1  gridExtra_2.3    scales_1.1.1     ggthemes_4.2.0   reshape2_1.4.4   xlsx_0.6.4.2     RCurl_1.98-1.2   [10] XML_3.99-0.5     ggplot2_3.3.2    shiny_1.5.0      dplyr_1.0.2      GetoptLong_1.0.4 curl_4.3         jsonlite_1.7.1   websockets_1.1.7 

loaded via a namespace (and not attached):  [1] Rcpp_1.0.5          prettyunits_1.1.1   xlsxjars_0.6.1      ps_1.4.0            assertthat_0.2.1    rprojroot_1.3-2     digest_0.6.27        [8] mime_0.9            R6_2.4.1            plyr_1.8.6          backports_1.1.10    pillar_1.4.6        GlobalOptions_0.1.2 rlang_0.4.8         [15] rstudioapi_0.11     callr_3.5.1         labeling_0.4.2      desc_1.2.0          devtools_2.3.2      stringr_1.4.0       munsell_0.5.0       [22] compiler_4.0.3      pkgconfig_2.0.3     pkgbuild_1.1.0      htmltools_0.5.0     tidyselect_1.1.0    tibble_3.0.4        fansi_0.4.1         [29] crayon_1.3.4        withr_2.3.0         later_1.1.0.1       bitops_1.0-6        xtable_1.8-4        gtable_0.3.0        lifecycle_0.2.0     [36] magrittr_1.5        cli_2.1.0           stringi_1.5.3       farver_2.0.3        fs_1.5.0            promises_1.1.1      remotes_2.2.0       [43] testthat_2.3.2      ellipsis_0.3.1      generics_0.0.2      vctrs_0.3.4         rjson_0.2.20        tools_4.0.3         glue_1.4.2          [50] purrr_0.3.4         rsconnect_0.8.16    processx_3.4.4      pkgload_1.1.0       fastmap_1.0.1       colorspace_1.4-1    caTools_1.18.0      [57] sessioninfo_1.1.1   memoise_1.1.0       rJava_0.9-13        usethis_1.6.3       

> ws <- WebSocket$new("wss://emea-1.pricing.streaming.edp.thomsonreuters.com:443/WebSocket", protocol="tr_json2", autoConnect = FALSE) 
Error in .subset2(public_bind_env, "initialize")(...) :    unused arguments (protocol = "tr_json2", autoConnect = FALSE) 

g.suhharukov

jirapongse.phuriphanvichai

I added an output below in the answers, because in comments characters limits are exceeded

Jirapongse

@g.suhharukov

I assume that it may conflict with the httpuv library.

I got the same error when using the httpuv library.

The workaround is using websocket::WebSocket$new instead.

> ws <- websocket::WebSocket$new("wss://emea-1.pricing.streaming.edp.thomsonreuters.com:443/WebSocket", protocol="tr_json2", autoConnect = FALSE)
> 

g.suhharukov

Yes, the problem was in this aspect. Do you know why I do not get prices and other indexes from the server? I only changed

mp_req_json_string = "{\"ID\":2,\"Key\":{\"Name\":\"TRI.N\"}}"

When I run the whole script the following output I got

get_access_token
send login request
Got Message [{"ID":1,"Type":"Refresh","Domain":"Login","Key" ....

Single Message
Got Message [{"Type":"Ping"}]
Single Message
send pong
Got Message [{"Type":"Ping"}] .....

And it continues Ping-Pong until a new Auth. token is obtained. However, send_market_price_request(ws) is not run. Seems that server does not send message_domain == "Login". Do you know how to get prices?

Jirapongse

Does it work with "JPY="? Have you seen this kind of message?

Got Message [{"ID":2,"Type":"Status","Key":{"Service":"ELEKTRON_DD","Name":"TRI.N"},"State":{"Stream":"Closed","Data":"Suspect","Code":"NotEntitled","Text":"Access Denied: User req to PE(6562)"}}]

g.suhharukov

No, I tried for JPY and only "Got Message" is following

Got Message [{"ID":1,"Type":"Refresh","Domain":"Login","Key"

same as for TRI.N

In python code I got

"Position":"172.17.57.17/S24533"

So I also changed in R position<-"172.17.57.17" , However, the same output.

Jirapongse

Add the following code in the process_message.

 cat("### Check Message: ",message_type, message_json[['Domain']], SEND_REQUEST, "\n")

process_message = function(message_json) {
cat("Single Message","\n")
   message_type = message_json[['Type']]
   cat("### Check Message: ",message_type, message_json[['Domain']], SEND_REQUEST, "\n")
   if(message_type == "Refresh") {
      message_domain = message_json[['Domain']]
      if(!is.null(message_domain)) {

It will send a request when:

• message_type is Refresh
• message_json[['Domain']] is Login
• SEND_REQUEST is FALSE

g.suhharukov

websockev2.txtThe output changed to

Got Message [{"ID":1,"Type":"Refresh","Domain":"Login","Key":{"Name":"xxxx","Elements":{"AllowSuspectData":1,"ApplicationId":"256","ApplicationName":"ADS","AuthenticationErrorCode":0,"AuthenticationErrorText":{"Type":"AsciiString","Data":null},"AuthenticationTTReissue":1605261819,"Position":"10.100.8.81","ProvidePermissionExpressions":1,"ProvidePermissionProfile":0,"SingleOpen":1,"SupportEnhancedSymbolList":1,"SupportOMMPost":1,"SupportPauseResume":0,"SupportStandby":0,"SupportBatchRequests":7,"SupportViewRequests":1,"SupportOptimizedPauseResume":0}},"State":{"Stream":"Open","Data":"Ok","Text":"Login accepted by host ads-premium-az1-blue-15-main-prd.euw1-az1."},"Elements":{"PingTimeout":30,"MaxMsgSize":61430}}]
Single Message
### Check Message: Refresh Login TRUE
Got Message [{"Type":"Ping"}]
Single Message
### Check Message: Ping TRUE
send pong
Got Message [{"Type":"Ping"}]
Single Message
### Check Message: Ping TRUE

I also attached the file with the full code

Jirapongse

@g.suhharukov

The value of SEND_REQUEST should be FALSE.

RELOGIN_INTERVAL = 250
NEXT_RELOGIN_TIME = Sys.time()
SEND_REQUEST=FALSE

It is set at the beginning of the example.

Can you verify it?

g.suhharukov

Yes, it is. I used the same file as you sent above

g.suhharukov

Yes, now I got the same output as you and not getting the prices ("Text":"Access Denied: User req to PE(526))

Jirapongse

It means the credential doesn't have permission to access that item. You need to contact your Refinitiv account team or sales team to verify it.

You can try JPY=.

g.suhharukov

Yes, I got trial version , which does not support JPY, however TRI.N does. and the message is following (sam as yours) with no price output

"Text":"Access Denied: User req to PE(6562)"

umer.nalla

Hi @g.suhharukov

did you try JPY= or just JPY?

Most trial accounts can access currency RICS such as JPY=, EUR=, GBP= etc.

g.suhharukov

I found the error. RIC should be written with " /" sign before its name, so "/EUR=" or "/TRI.N" should be instead

umer.nalla

Hi @g.suhharukov

The / symbol is for requesting Delayed data - not the latest realtime data.

For example /EUR= is 15 minutes delayed compared to EUR=

If you want the latest realtime date then please speak to your Refinitiv Account team or your internal Market Data team.