Refinitiv Data Library for Python

stream.get_snapshot

Returns a snapshot of the instruments stored in the in-memory data cache of the stream. When the stream is opened, this data cache is kept up-to-date with the latest updates received from the platform.

Module

refinitiv.data.content.pricing

Syntax

stream.get_snapshot(universe, fields)

Parameters

Value Description Data type Optional Default value
universe Single instrument or list of instruments. str, list[str] Yes None
fields Single field or list of fields to return. str, list[str] Yes None

Returned value

pandas.DataFrame

Usage

The following example demonstrates how to get the data snapshot for MSFT.O and GOOG.O for BID and ASK fields, using a previously created definition that also includes the other instruments and fields: 

definition = pricing.Definition(
    universe=["MSFT.O", "GOOG.O", "IBM.N"],
    fields=["BID", "ASK", "OPEN_PRC"]
)

stream = definition.get_stream()
data = stream.get_snapshot(["MSFT.O", "GOOG.O"], ["BID", "ASK"])

None