LSEG Data Library for Python

get_stream

Allows you to create a streaming quantitative analytic object.

Module

option.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 option

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

option_def = option.Definition(
    instrument_code="FCHI560000L1.p",
    underlying_type=option.UnderlyingType.ETI,
    fields=[
        "MarketValueInDealCcy",
        "DeltaPercent",
        "GammaPercent",
        "RhoPercent",
        "ThetaPercent",
        "VegaPercent"
    ]
)

option_stream = option_def.get_stream()
option_stream.on_response(lambda stream, data, headers: display_event("response", data, headers))
option_stream.on_update(lambda stream, data, headers: display_event("update", data, headers))
option_stream.on_state(lambda stream, data: display_event("state", data, None))

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

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

Related links

RDP stream