How can I pull real time data on the Python API for LSEG

Question

I am trying to pull real time data for some RICS listed below, however I find that Equity Inidicies show up as blanks with NULLS across. What can I do to pull the latest SPX Value?

rics = [ '.SSEA', '.GDAXI', '.DJI', '.STOXX50E', '.FTSE', '.HSI',    '.NIFTY500', '.N225', '.MXX', '.IXIC', '0#.SPX', ".INX", '0#.GSPTSE',   'XAU=',]

streaming = ld.content.pricing.Definition(    rics,    fields="").get_stream()

streaming.open()

snap = streaming.get_snapshot()display(snap)

Jirapongse · Answer

@XMA_RA

Historical and real-time streaming data come from different services and require different permissions.

You can enable the debug log in the library by running the following code before opening a session.

import lseg.data as ld

config = ld.get_config()

config.set_param("logs.transports.file.enabled", True)

config.set_param("logs.transports.file.name", "lseg-data-lib.log")

config.set_param("logs.level", "debug")

ld.open_session()

With this code, the lseg-data-lib.log file will be created. Please share this log file so we can check if it is a permission issue.

XMA_RA · Answer

Hi Jira, thank you for your response. Oddly enough I have access in Wspace & can pull the historical data for these time series using

ld.get_history

What I am currently trying to do is append the historical data that I retrieve using get_history with the current market data using

ld.content.pricing.Definition

but these same RICS are not showing up using this content streaming service. I find that makes very little sense what do you make of this? For reference I am able to pull this data on Excel as well.

Jirapongse · Answer

@XMA_RA Thank you for reaching out to us. The indices RICs are .SPX and .GSPTSE. If you see for all fields, this could be a permission issue. The account doesn't have permission to access real-time data of those RICs. For example: rics = [ '.SSEA', '.GDAXI', '.DJI', '.STOXX50E', '.FTSE', '.HSI', '.NIFTY500', '.N225', '.MXX', '.IXIC', '.SPX', ".INX", '.GSPTSE', 'XAU=',] streaming = ld.content.pricing.Definition( rics, fields="").get_stream() streaming.open() snap = streaming.get_snapshot() display(snap) I got all for .DJI, .N225, .SPX, and .INX. If I test those RICs on the Workspace Quote app, I will get the permission error. You need to contact your LSEG account team or sales team to verify your account's permission to access real-time data.

EXPLORE OUR SITES