live data vs delayed data

rafi.levy1
rafi.levy1
in Eikon Data APIs

Hi, I seem to be having trouble knowing which of the data I pull using eikon api is live and which is delayed. I know I can access live option watch data but does that not include live prices for options and live prices for underlyings?

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    @rafi.levy1,

    I tried ek.get_data(".SPX", "CF_LAST") while monitoring the last price in the Quote App in Eikon, and it matched the real time data everytime.

    Are you on a trial license which is limiting access to real time data for you? I recommend that you reach out to your Refinitiv account manager.

Answers

  • Gurpreet
    Gurpreet

    Hi @rafi.levy1,

    If you are accessing the real time fields, the data will be the most current for those fields. Examples of real time fields are: CF_BID, CF_ASK, TRDPRC_1 etc. You can check Data Item Browser (DIB) for various fields that can be requested for a given asset class.

    Can you give a code example of that data that you think is delayed.

  • rafi.levy1
    rafi.levy1
    thanks for the response i am pulling the cf_last field for '.SPX'

    and it seems to be 15 min late. i want to know how i can be sure that the option pricing is not delayed either.

  • rafi.levy1
    rafi.levy1

    @Gurpreet

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