LSEG Data Library for Python

get_stream

Allows you to create a streaming quantitative analytic object.

Module

bond.Definition

Syntax

definition.get_stream(session)

Parameters

Return value

QuantitativeDataStream object

Usage

The following example demonstrates how to get a streaming quantitative analytic object.

import time
from refinitiv.data.content.ipa.financial_contracts import bond

def display_event(event_type, data, headers):
    print(">>> {} event received".format(event_type))
    print(data)

bond_def = bond.Definition(
    fields=["YieldPercent", "Duration", "RedemptionDateType", "RedemptionDate"],
    instrument_code="250847EF3=TWBL",
    pricing_parameters=bond.PricingParameters(
        redemption_date_type="RedemptionAtCallDate",
        price = 100,
        trade_date = "2020-05-01"
    )
)
bond_stream = bond_def.get_stream()
bond_stream.on_response(lambda stream, data, headers: display_event("response", data, headers))
bond_stream.on_update(lambda stream, data, headers: display_event("update", data, headers))
bond_stream.on_state(lambda stream, data: display_event("state", data, None))

# Open the stream and wait events for 10 seconds 
bond_stream.open()
time.sleep(10)
# Close the stream
bond_stream.close()

# Extract snapshot data from the streaming cache
snapshot = bond_stream.get_snapshot()
print(snapshot)

Related links

RDP stream