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Why am I losing trades when streaming tick data for YTCc1 using the LSEG-data pricing stream, even t
I am trying to stream tick level information about YTCc1 using the LSEG-data package in python. I can pull tick histories no worries, but i seem to be losing trades on the stream. I am only getting a small subset of trades in my stream. I have the require data permissions i believe, as i can see the tick stream in the…
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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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"Method not found" error using .NET ease of use library to access LSEG's data platform
Our app uses the nuget package LSEG.Data to connect to Workspace and retrieve historical and realtime prices. A customer recently upgraded to a new version of our app alongside the newest Workspace 1.26.602. Since then, they cannot retrieve data anymore from Workspace. The RDP.log file contains a few suspicious entries:…
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Unable to establish OMMStreamConnection while calling ld.get_data
I’m getting an error while fetching Qatar Stock Exchange data using the LSEG Python SDK. import lseg.data as ld session = ld.open_session( config_name='config.json') df = ld.get_data( universe=['QNBK.QA'], fields=['TRDPRC_1']) Error: lseg.data._errors.LDError: Cannot prepare connection OMMStreamConnection name :…
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How to resolve the Cannot prepare connection OMMStreamConnection?
Whenever I run fchi = Chain(name="0#TU+")print(fchi.constituents) I get the following error: ConnectionError Traceback (most recent call last) Cell In[29], line 2 1 fchi = Chain(name="0#TU+") ----> 2 print(fchi.constituents) File…
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LSEG .NET
Hello, Is it possible to get Auction fields: OPN_AUC and OPN_AUCVOL from Summaries request as follows? is it possible to get OPN_AUC and OPN_AUCVOL from Summaries request as follows? stream = Summaries.Definition("1COVG.DE") .Fields("DATE, OPEN_PRC, INT_AUC, OPN_AUC, CLS_AUC, CLS_AUCVOL, OPN_AUCVOL, INT_AUCVOL")…
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Issue with Subscribing to Economic Data Stream (if possible?) - Status Remains 'Pending'
Hi, I'm working with the pricing stream API and I've encountered an issue specifically with subscribing to economic data. I am able to successfully create a stream for bid and ask of EUR=. The stream opens correctly, the status changes to 'Live', and I receive updates as expected. However, when I try to subscribe to…
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I can't get the data source of some indices and stocks through the ['CF_EXCHNG', 'RDN_EXCHID', 'RDN_
fields = ['CF_EXCHNG','RDN_EXCHID','RDN_EXCHD2'] stream = ld.content.pricing.Definition(universe = rics, fields = fields).get_stream() stream.open(with_updates=False) stream.close() df = stream.get_snapshot() These ric return results are empty
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Getting Errors - 'Data': 'Suspect', 'Stream': 'Open', 'Code': 'NoResources', 'Text': 'Not connected
Hi All , Im running Eikon Api codes in which I'm continuously streaming prices ….i have been running these codes for a very long time ..but for past few days im repeatedly getting below errors: Received status message: {'Data': 'Suspect', 'Stream': 'Open', 'Code': 'NoResources', 'Text': 'Not connected.'} now i run long…
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Real time price updates on MS backets
Hi All, I want to confirm the expectation for real time price updates on the following baskets. MSNBHYDS, MSXXDOGE, MSNBCON2, MSNBUQLS Streaming pricing in the API playground sends websocket updates seemingly in real time but from the Workspace desktop Proxy, using Refinitiv Data Library for .Net we do not seem to get…
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How to best handle connection errors in Python?
Hi community! I am connecting to pricing streams using the LSEG Python library (version lseg.data==2.0.1) Here is a sample code. I am then able to register callbacks with the stream and listen to the data. session = ld.session.platform.Definition( app_key=api_key, grant=ld.session.platform.ClientCredentials(…
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I have access denied error when I run a code from my local environment but can run it on Codebook.
I executed this code with the Desktop session, not on Codebook, but on a local Jupyter Notebook. response = ld.content.pricing.Definition( ['EUR=', 'GBP=', 'JPY=', 'CAD='], fields=['BID', 'ASK'] ).get_data() display(response.data.df) result was like bellow access denied. Scopes required to access the resource:…
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Websocket API - Streaming
Hi, Customer Banco BEST developed a streaming application with Websocket API to subscribe real time data from a RTDS deployed infrastructure. This is working pretty well, but customer identified that sometimes there are RICs not receiving data being requested to RTDS, mainly related with Indices like .FTSE and .GDAXI…
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Price streaming using platform session showing inconsistent behaviour
Application: AlphaDesk connecting via Refinitiv Data .Net Library using a PlatformSession Issue: Subscribing to the same set of ticker/fields is showing inconsistent behaviour. One of the following 3 scenarios occur (in likelihood order): Streams for pricing are successfully connected and receive refresh/updates The price…
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Requesting US equity imbalance type/side via Workspace API-- numeric data for string fields
I'm porting some tasks from the Eikon C# .NET APIs to the LSEG Data Library API (implementing in Python). For some of this data we subscribe to the US imbalance feed RICs (e.g. IBM.NOI, AAPL.ITC). I'm subscribing to, among other fields, IMB_TYPE, IMB_ACT_TP, and IMB_SIDE). These fields, in the Eikon Quote app and the…
