Why is the last traded price not available for USDSROIS RICs in open_pricing_stream, and how can the

Jeeva_1

I have wrote codes below to get USDSROIS quotes data and latest trade price.
import lseg.data as ld
def on_data(data, instrument, stream_obj):
print(data)
stream = ld.open_pricing_stream(
universe=['USDSROIS1WZ=R',
'USDSROIS2W=',
'USDSROIS3W=',
'USDSROIS1M=',
'USDSROIS2M=',
'USDSROIS3M=',
'USDSROIS4M=',
'USDSROIS5M=',
'USDSROIS6M=',
'USDSROIS9M=',
'USDSROIS1Y='],
fields=['DSPLY_NAME','BID', 'ASK', 'CF_CLOSE','CF_TIME','CF_LAST','CF_TICK','TR.CLOSEPRICE'],
on_data=on_data
)
But as I've seen, last trade price don't show for many symbols. Here is an example.
BID ASK CF_TIME
USDSROIS9M= 3.7842 3.8042 09:23:23

How to solve this problem?
Furthermore, can I get USD Sofr OIS Curve by open_pricing_stream or other method?

Jirapongse

@Jeeva_1

Thank you for reaching out to us.

The ld.open_pricing_stream method is used to retrieve real-time streaming data. It only supports the real-time fields, such as BID, and ASK which are the same fields displayed in the Workspace Quote App. It couldn't provide data for TR.ClosePrice. To get the data for the TR.xxx fields, the client needs to use the ld.get_data method. Therefore, you need to remove the TR.ClosePrice field from the call.

def on_data(data, instrument, stream_obj):
    print(data)
stream = ld.open_pricing_stream(
    universe=['USDSROIS1WZ=R',
    'USDSROIS2W=',
    'USDSROIS3W=',
    'USDSROIS1M=',
    'USDSROIS2M=',
    'USDSROIS3M=',
    'USDSROIS4M=',
    'USDSROIS5M=',
    'USDSROIS6M=',
    'USDSROIS9M=',
    'USDSROIS1Y='],
    fields=['DSPLY_NAME','BID', 'ASK', 'CF_CLOSE','CF_TIME','CF_LAST','CF_TICK'],
    on_data=on_data
)

The output is:

The initial dataset includes values for all available fields, while subsequent updates contain only the fields that have changed. This is how the streaming process works.

You can get the snapshot data or directly access the real-time fields. Please refer to this example.

Regarding this question (Furthermore, can I get USD Sofr OIS Curve by open_pricing_stream or other method?), do have RICs or fields that can provide this data?