I wanted to check whether it’s possible to receive live, continuously updating bond prices directly

I wanted to check whether it’s possible to receive live, continuously updating bond prices directly within CodeBook. I’m planning to develop a model to analyze bond residuals, and for that I’ll need real‑time pricing updates.
Could you please confirm if CodeBook supports live bond prices?

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Jirapongse

@Amjath

Thank you for reaching out to us.

The LSEG Data Library for Python used in Codebook supports real‑time streaming data, similar to the data displayed in the Quote app.

Please check the Pricing streaming examples (__Examples__/01. Data Retrieval and Discovery/01.01. LSEG Data Library) in Codebook.

wasin.w V3

Hello @Amjath

The https://developers.lseg.com/en/api-catalog/lseg-data-platform/lseg-data-library-for-python Delivery Layer's OMM Streaming class lets developers subscribe to streaming items of any Domain Model (for example, MarketPrice, MarketByPrice...).

The example on CodeBook is Delivery__OMM_Stream_Market_Price.ipynb example file (__Example__/01. Data Retrieval and Discovery/01.01. LSEG Data Library/ folder).

The example and tutorial on GitHub are:

Amjath

Thank you for response @Jirapongse @wasin.w V3 Client has a below follow up:

I asked whether it is possible to have bond prices refreshing on a table. I want to build a table with all the BTPs and have their prices refreshing continuously on that table in python. Is that possible please?

Basically I am looking to build a table where I have the whole BTPs curve and for each one of them I have the Mid Price, Yield, Zspread and ASW updating continuously, just like in excel

Jirapongse

@Amjath

Typically, the library is used to retrieve data by specifying RICs and fields. You may need to verify whether we provide the relevant RICs and real‑time fields required for your use case. For further details, please contact the content support team

We provide libraries solely for data retrieval. Any data display, processing, or additional handling must be implemented within the client’s application code and chosen technologies, as these functions fall outside the scope of our libraries.

For example, if the client is working in a Jupyter environment, they may need to develop or use an existing table widget to continuously update the data displayed in the table.

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