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Python | Refinitiv Data | stream.recorder | TypeError: 'NoneType' object does not support item assig
I am intermittently seeing the below error. What could be a possible reason for this issue to occur? This error pops up when looping through an array of streams (each stream contains a list of RICs to perform: stream.recorder.record(frequency='tick') Error: Exception in thread Msg-Proc-ThreadOMMSTREAMING_PRICING_0.0: ...…
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Streaming Z spread
Hello everyone, I'm new to refinitiv and I would like to start streaming data. I managed to get BID_YIELD data however I could not manage to do the same for ZSPREAD. Thanks in advance for your help Here is the code import refinitiv.data as rd from refinitiv.data.content import pricing rd.open_session () streaming =…
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Stream multiple chain request in RDP
Hello! I need to stream data for multiple chains in RDP. It seems that contrary to the Pricing stream where multiple RICs can be added using IPricingStream.AddItem(), IChainStream seem allowing only one RIC in the Definition while defining the stream. Is there a way to request multiple chain RICs on one stream? The need is…
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Several domains in an item request?
Is possible to include several domains in the same item request to received all in the same stream? For example, domain "MarketPrice" and "MarketByPrice" to receive L1 and L2 in the same stream. Thank you.
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Websocket API Transport Stream Closed
Hi Team, I have a customer trying to use Websocket API to retrieve real time data. The application is being developed in Windows operating system, and the connection should be done to a local RTDS infrastructure. According customer they have a successful telnet to RTDS machines in port 15000, but the connection from…
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Memory usage of instrument metadata cache (InstrumentMeta object)
Our thick client desktop application provides a tool similar to Workspace Monitor, where our users can open a list of instruments with specific fields to monitor. Sometimes that list can be fairly large, up to 500 instruments. In profiling the memory usage in our desktop application we noticed that a large portion of the…
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Opening a second stream with the same instrument but a different interval results in no data updates
If a stream is opened with a specific instrument and interval (AAPL.O and Daily) and then a second stream is opened with the same instrument and a different interval (AAPL.O and 1M) the second stream does not receive updates. It also happens whether the first stream is closed or left open. Code below... static void Main()…
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Seeing metadata error when subscribing to streaming summaries for specific instruments
In the HistoricalPricing - TSInterday project we're subscribing to streaming summaries with a Daily interval and are receiving the following error: "Error: Failed to load meta data. Failed to load Instrument Metadata for item: AUA04000524=WPAC". The same error is returned for US1DCP=. Here is the code that can duplicate…
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Best approach for requesting latest values for option contract fields
Using Refinitiv Data Library for .Net, what is the recommended way to request the most recent data for options contracts? We have a tool in our product similar to OptionWatch that lists available options contracts for a given base instrument along with the most recent values for relevant fields like Bid, Ask, Open…
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Incorrect prices in Update events after closing and opening streams of different intervals
Using the latest release of the Refinitiv Data Library, we're seeing an issue where the Update values for a 1-minute stream are being populated with the latest Insert values from the Daily stream. Screenshot from MetaStock in the comments. The steps are to open a chart of one instrument (AAPL.O) with a Daily interval,…
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How to capture failed subscriptions in the refinitiv.data python apis?
I'm using the python refinitiv.data apis to gather snapshot data. This program is run for hundreds or maybe thousands of rics and there are often some sort of errors with some of the rics (record cannot be found, record not permissioned, etc). I have not been able to find a way to capture these errors programmatically, and…
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Streaming 1min bars from Refinitiv Data Library for Python
Does the Refinitiv Data Library for Python (link) support streaming 1 minute OHLC bars? I.e. allow to open a subscription and await/stream the bars as they come in, using a websockets-like event based framework. As opposed to having to query them repetitively with the REST rd.get_history function. I asked this question…
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VAConsumer ETA CSharp Not Streaming Data
Hi, I was using VAConsumer app to access the streaming data for USFOMC=ECI Yesterday at 11:30 UTC. The data released at expected time but it didn't got updated in the CMD under the field it supposed to (ECON_ACT). The data was updated on Eikon terminal though. Can you please help me with what I might be doing wrong. I've…
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Streaming 1min bars from Refinitiv Data Library for Python
Does the Refinitiv Data Library for Python (link) support streaming 1 minute OHLC bars? I.e. allow to open a subscription and await/stream the bars as they come in, using a websockets-like event based framework. As opposed to having to query them repetitively with the REST rd.get_history function.
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Use WebTransport for streaming market data
This space is to discuss the pros/cons and your opinion on Webtransport, and if it can be successfully used for internet streaming of stock prices. This article presents the background information and the current delivery protocol.
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How to stop Python Data library from retrying connection
I am testing the new python api to connect to a deployed TREP server. https://developers.refinitiv.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-library-for-python And I follow this example to open a streaming to retrieve live prices.…
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How to get option chain of only options that were traded today?
Hi, I use ek.get_data('0#SPXW*.U', ['TRADE_DATE', 'ACVOL_1']) to get weekly option chain for SPX. It times out because it returns 13000+ items. Is there a way to get option chain of only options that were traded today.
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When is pause / resume more efficient then stop?
I am planning to have requests with interest open for many items. I expect for high volume / high popularity items the streams will remain open most (if not all) day and likely will not be paused or uninitialized (specifically Level 1 and Level 2 Market Data). However, I would like to optimize streams for less popular…
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Field scaling is not present on update type message
Hello Guys, we are changing our connection with Refinitiv Real Time Optimized to keep the socket connection as stream mode. In this case we are subscribing for these fields: BID, ASK, VALUE_TS1, TRADE_DATE, MID_PRICE, SCALING. But the field SCALING is present only messages of type Refresh, when message is type Update the…
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looking for nodeJS example vs python
Hi - for the Streaming API Quickstart for wealth. Service": "ERT_FD3_LF1" the example is provided in Python but we need it in node-js, is there any examples somewhere we can find this replica in node-js just as an example to confirm current version is $>python market_price_rdpgw_service_discovery.py --user <Machine-ID>…
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What is the recommended way to publish TREP data coming through EMA on a dashboard ? IAny tools or g
What is the recommended way to publish TREP data coming through EMA on a dashboard ? IAny tools or guidelines to do so ?
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Opening of Data stream does not work anymore
Hi everyone, I have been trying to get started on recovering live data from Eikon. In order to do this, after I have tried replicating the code provided on the Refinitiv website concerning the live-streaming. (https://developers.refinitiv.com/eikon-apis/eikon-data-api/learning?content=81721&type=learning_material_item)…