The following series of examples demonstrate how to programmatically access content residing within the Refinitiv Data Platform using a single, ease of use library called the Refinitiv Data Platform Library for Python.
This library provides a set of ease-of-use functions and classes that gives your applications a uniform access to the breath and depth of financial data and services available on the Refinitiv Data Platform. The same Python code can be used to retrieve data whatever the access point your application uses to connect to the Refinitiv Data Platform (either via a direct connection or via Eikon or via the Refinitiv Workspace or even via a deployed Enterprise Platform).
The library provides several abstraction layers (Function, Content and Delivery) enabling different programming styles and technics suitable for all developers from Financial Coders to Seasoned Developers (synchronous function calls, async/await, event driven). Based on these layers, the examples defined within this section have been organized as follows:
The Function examples target simple functions that every financial coder can use to easily retrieve financial items like Price, News, Historical Data, etc. The Function layer is generally used for use cases that do not require advanced programming technics.
The Content examples target higher-level abstractions representing financial items like Price, News, Historical Data, etc. The Content layer can easily be used by both professional developers and financial coders. It provides great flexibility for commonly used financial objects.
The Delivery examples target the interfaces defined within the lowest abstraction layer of the library. The examples will use different delivery modes such as Streaming, Data, Alert and Bulk services.
import refinitiv.dataplatform as rdprdp.open_platform_session(
'8e9bxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx1b035d',
rdp.GrantPassword(
'my_login',
'my_password'
)
)rdp.open_desktop_session('8e9bxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx1b035d')rdp.open_deployed_platform_session(
'8e9bxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx1b035d',
'my_deployed_platform_ip',
'my_dacs_user_name'
)rdp.get_snapshot(
universe = ['GBP=','JPY='],
fields = ['BID','ASK']
)| Instruments | BID | ASK | |
|---|---|---|---|
| 0 | GBP= | 1.3211 | 1.3212 |
| 1 | JPY= | 108.6100 | 108.6200 |
streaming_prices = rdp.StreamingPrices(
instruments = ['EUR=', 'GBP=', 'JPY=', 'CAD='],
fields = ['DSPLY_NAME', 'BID', 'ASK'],
on_update = lambda streaming_price, instrument_name, fields :
print("Update received for {}: {}".format(instrument_name, fields))
)
streaming_prices.open()Output:
<StreamState.Open: 3>
Update received for JPY=: {'DSPLY_NAME': 'BARCLAYS LON', 'BID': 109.59, 'ASK': 109.62}
Update received for GBP=: {'DSPLY_NAME': 'ASANPACIFIBK MOW', 'BID': 1.341, 'ASK': 1.3411}
Update received for EUR=: {'DSPLY_NAME': 'UBS ZUR', 'BID': 1.117, 'ASK': 1.1174}
Update received for CAD=: {'DSPLY_NAME': 'HSBC LON', 'BID': 1.3165, 'ASK': 1.3167}
Update received for JPY=: {'DSPLY_NAME': 'ASANPACIFIBK MOW', 'BID': 109.59, 'ASK': 109.61}
Update received for GBP=: {'DSPLY_NAME': 'INTERPROMBAN MOW', 'BID': 1.341, 'ASK': 1.3412}
Update received for EUR=: {'DSPLY_NAME': 'RBS LON', 'BID': 1.117, 'ASK': 1.1174}
Update received for CAD=: {'DSPLY_NAME': 'CIBC TOR', 'BID': 1.316, 'ASK': 1.3164}
Update received for JPY=: {'DSPLY_NAME': 'BARCLAYS LON', 'BID': 109.59, 'ASK': 109.62}
Update received for GBP=: {'DSPLY_NAME': 'INTERPROMBAN MOW', 'BID': 1.341, 'ASK': 1.3413}
Update received for EUR=: {'DSPLY_NAME': 'BARCLAYS LON', 'BID': 1.117, 'ASK': 1.1174}
Update received for CAD=: {'DSPLY_NAME': 'CIBC TOR', 'BID': 1.316, 'ASK': 1.3164}
Update received for JPY=: {'DSPLY_NAME': 'ASANPACIFIBK MOW', 'BID': 109.59, 'ASK': 109.61}
Update received for GBP=: {'DSPLY_NAME': 'BARCLAYS LON', 'BID': 1.341, 'ASK': 1.3414}
rdp.get_historical_price_summaries(
universe = 'VOD.L',
interval = rdp.Intervals.DAILY,
fields = ['BID','ASK','OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1','NUM_MOVES','TRNOVR_UNS']
)| BID | ASK | OPEN_PRC | HIGH_1 | LOW_1 | TRDPRC_1 | NUM_MOVES | TRNOVR_UNS | |
|---|---|---|---|---|---|---|---|---|
| 2019-12-12 | 144.32 | 144.34 | 144.42 | 145.66 | 143.46 | 144.18 | 12631.0 | 8498347218.71154 |
| 2019-12-11 | 143.58 | 143.6 | 142.72 | 144.8 | 142.62 | 143.58 | 10395.0 | 8815450412.65353 |
| 2019-12-10 | 142.74 | 142.78 | 143.84 | 143.84 | 141.48 | 142.74 | 10311.0 | 8070285210.45742 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 2019-11-18 | 152.1 | 152.12 | 154.74 | 155.66 | 152.0 | 152.12 | 14606.0 | 19322988639.34 |
| 2019-11-15 | 154.6 | 154.62 | 160.68 | 160.68 | 154.06 | 154.6326 | 17035.0 | 31993013818.37456 |
rdp.get_news_headlines(query = 'LFR', count = 350)| versionCreated | text | storyId | sourceCode | |
|---|---|---|---|---|
| 2019-12-12 06:51:36.518 | 2019-12-12 06:51:36.518 | SGX FTSE China A50 (Z9) intraday : prudence. | urn:newsml:reuters.com:20191212:nGUR92Pj4t:1 | NS:GURU |
| 2019-12-12 06:49:52.011 | 2019-12-12 06:49:52.011 | SSE Composite intraday : biais haussier au-des... | urn:newsml:reuters.com:20191212:nGUR8gt362:1 | NS:GURU |
| 2019-12-12 06:49:33.973 | 2019-12-12 06:49:33.973 | Election du Conseil fédéral: "repenser la form... | urn:newsml:reuters.com:20191212:nNRAafovmk:1 | NS:SDASDE |
| ... | ... | ... | ... | ... |
| 2019-12-11 23:27:13.673 | 2019-12-11 23:27:13.673 | Le nouveau système en huit questions | urn:newsml:reuters.com:20191211:nNRAafll6g:1 | NS:LESECH |
| 2019-12-11 23:27:13.653 | 2019-12-11 23:27:13.653 | Les clefs du royaume | urn:newsml:reuters.com:20191211:nNRAaflped:1 | NS:LESECH |
350 rows × 4 columns
To learn more about the Refinitiv Data Platform Library for python just connect to the Refinitiv Developer Community. By registering and login to the Refinitiv Developer Community portal you will get free access to a number of learning materials like Quick Start guides, Tutorials, Documentation and much more.
If you have any questions regarding the API usage, please post them on the Refinitiv Data Platform Q&A Forum. The Refinitiv Developer Community will be very pleased to help you.