LSEG Data Library for Python

get_stream

Returns the data stream from the Delivery Platform (formerly Refinitiv Data Platform), defined in the rdp_stream.Definition object.

Module

lseg.data.delivery.rdp_stream

Syntax

get_stream(session)

Parameters

Returned value

Delivery Platform data stream.

Usage

The following example demonstrates how to retrieve streaming data from a previously defined Delivery Platform stream in the "MarketPrice" domain, for the "BID", "ASK", "OPEN_PRC", "HST_CLOSE", and "TIMACT" fields of the EUR instrument:

import json
import datetime
from lseg.data.delivery import rdp_stream


# define callback function to catch the messages from stream.
def display_event(eventType, event):
    currentTime = datetime.datetime.now().time()
    print("----------------------------------------------------------")
    print(">>> {} event received at {}".format(eventType, currentTime))

stream = rdp_stream.Definition(
    service = None,
    api = "streaming.quantitative-analytics.endpoints.financial-contracts",
    universe = {
        "instrumentType": "FxCross", 
        "instrumentDefinition": {
            "instrumentTag": "USDAUD", 
            "fxCrossType": "FxSpot", 
            "fxCrossCode": "USDAUD"
        }
    }, 
    parameters = None,
    extended_params = {
        "marketData": {
            "fxSpots": [
                {
                    "spotDefinition": {
                        "fxCrossCode": "AUDUSD", 
                        "Source": "Composite"
                    }
                }
            ]
        }
    },
    view = ["InstrumentTag", "FxSpot_BidMidAsk", "ErrorCode", "Ccy1SpotDate", "Ccy2SpotDate"]
).get_stream()

stream.on_response(lambda event, stream: display_event(event, 'response'))

stream.open()
stream.close()

This example produces the following output:

>>> {'data': [['USDAUD', {'bid': 1.444043321299639, 'ask': 1.4444604940054888, 'mid': 1.444251907652564, 'processingInformation': ''}, '', '2023-02-15', '2023-02-15']], 'type': 'Response', 'streamID': '5'} event received at 10:35:43.768032
"response"

Related links

None.