Refinitiv Data Library for Python

open_pricing_stream

The open_pricing_stream creates and opens a pricing stream.

Module

refinitiv.data

Syntax

open_pricing_stream(universe, fields=None, service=None, on_data=None)

Parameters

Value Description Data type Optional Default value
universe Instruments to request str, List[str] No
fields Fields to request str, List[str] Yes None
service Name of the streaming service publishing the instruments str Yes None
on_data Callback function Callable Yes None

Returned value

PricingStream instance

Usage

The following example demonstrates how to create a session, open and get a stream, display data, and then close the stream and session:

import datetime

import refinitiv.data as rd

# open session
rd.open_session()


# define callback
def display_data(data, instrument, stream):
    current_time = datetime.datetime.now().time()
    print(current_time, "- Data received for", instrument)
    print(data)
    print('\n')


# open stream and display data
stream = rd.open_pricing_stream(
    universe=['GBP=', 'EUR=', 'JPY='],
    fields=['BID', 'ASK'],
    on_data=display_data
)

# wait for some data to come in
# ...
# ...
# ...

# close stream and session
stream.close()
rd.close_session()

This example produces the following output:

02:17:53.292794 - Data received for GBP=
         BID     ASK
GBP=  1.2192  1.2193


02:17:53.301338 - Data received for JPY=
         BID     ASK
JPY=  133.04  133.05


02:17:53.306010 - Data received for EUR=
         BID     ASK
EUR=  1.0318  1.0322

None.