eikon 1.1.6.post3

Python package for retrieving Eikon data.

The Eikon Data API for Python allows your Python applications to access data directly from Eikon or Refinitv Workspace, powering in-house or thirdparty desktop apps with Refinitiv data. It provides seamless workflow with the same data across all applications running on the desktop. It leverages Eikon data and entitlements to simplify market data management and reporting. The Eikon Data API for Python is a software library that works in conjunction with the Eikon desktop application and Refinitiv Workspace.

Some examples

Import Eikon and set your App Key

import eikon as ek

ek.set_app_key('8e9bxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx1b035d')

Get real-time Snapshots

df, err = ek.get_data(
    instruments = ['GOOG.O','MSFT.O', 'FB.O'],
    fields = ['BID','ASK']
)
display(df)

	Instrument	BID	ASK
0	GOOG.O	1350.48	1352.19
1	MSFT.O	152.38	152.40
2	FB.O	203.08	203.15

Get Real-time Streaming data

streaming_prices = ek.StreamingPrices(
    instruments = ['EUR=', 'GBP=', 'JPY=', 'CAD='],
    fields = ['DSPLY_NAME', 'BID', 'ASK'],
    on_update = lambda streaming_price, instrument_name, fields :
        print("Update received for {}: {}".format(instrument_name, fields))
)

streaming_prices.open()

Output:

<StreamState.Open: 3>

Update received for JPY=: {'DSPLY_NAME': 'BARCLAYS     LON', 'BID': 109.59, 'ASK': 109.62}
Update received for GBP=: {'DSPLY_NAME': 'ASANPACIFIBK MOW', 'BID': 1.341, 'ASK': 1.3411}
Update received for EUR=: {'DSPLY_NAME': 'UBS          ZUR', 'BID': 1.117, 'ASK': 1.1174}
Update received for CAD=: {'DSPLY_NAME': 'HSBC         LON', 'BID': 1.3165, 'ASK': 1.3167}
Update received for JPY=: {'DSPLY_NAME': 'ASANPACIFIBK MOW', 'BID': 109.59, 'ASK': 109.61}
Update received for GBP=: {'DSPLY_NAME': 'INTERPROMBAN MOW', 'BID': 1.341, 'ASK': 1.3412}
Update received for EUR=: {'DSPLY_NAME': 'RBS          LON', 'BID': 1.117, 'ASK': 1.1174}
Update received for CAD=: {'DSPLY_NAME': 'CIBC         TOR', 'BID': 1.316, 'ASK': 1.3164}
Update received for JPY=: {'DSPLY_NAME': 'BARCLAYS     LON', 'BID': 109.59, 'ASK': 109.62}
Update received for GBP=: {'DSPLY_NAME': 'INTERPROMBAN MOW', 'BID': 1.341, 'ASK': 1.3413}
Update received for EUR=: {'DSPLY_NAME': 'BARCLAYS     LON', 'BID': 1.117, 'ASK': 1.1174}
Update received for CAD=: {'DSPLY_NAME': 'CIBC         TOR', 'BID': 1.316, 'ASK': 1.3164}
Update received for JPY=: {'DSPLY_NAME': 'ASANPACIFIBK MOW', 'BID': 109.59, 'ASK': 109.61}
Update received for GBP=: {'DSPLY_NAME': 'BARCLAYS     LON', 'BID': 1.341, 'ASK': 1.3414}

Get Fundamental & Reference data

df, err = ek.get_data(
    instruments = ['GOOG.O','MSFT.O', 'FB.O'],
    fields = ['TR.LegalAddressCity','TR.LegalAddressLine1','TR.Employees']
)
display(df)

	Instrument	Legal Address City	Legal Address Line 1	Full-Time Employees
0	GOOG.O	WILMINGTON	251 Little Falls Dr	98771
1	MSFT.O	TUMWATER	300 Deschutes Way SW Ste 304	144000
2	FB.O	WILMINGTON	251 Little Falls Dr	35587

Get TimeSeries

ek.get_timeseries('AAPL.O', interval='minute')

AAPL.O	HIGH	LOW	OPEN	CLOSE	COUNT	VOLUME
Date
2019-09-12 19:57:00	223.2000	222.8600	223.1800	222.9600	3387.0	267258.0
2019-09-12 19:58:00	223.1800	222.8900	222.9700	223.1700	1925.0	210251.0
2019-09-12 19:59:00	223.2800	223.0800	223.1700	223.1500	2106.0	223191.0
…	…	…	…	…	…	…
2019-12-12 14:31:00	268.3000	267.3200	267.8200	267.9350	2974.0	724278.0
2019-12-12 14:32:00	268.3600	267.6000	267.9500	268.3000	1721.0	193413.0

50000 rows by 6 columns

Get News HeadLines

ek.get_news_headlines('IBM.N', count=100)

	versionCreated	text	storyId	sourceCode
20 19 -1 2- 12 12 :4 5: 10 .9 58	2019-12-12 12:45:10.958	IBM I ndia c alls for bal ance bet ween pro tect ing…	urn: newsml:reu ters.com:2 0191212:nN RAafsi86:1	NS:ASNEWS
20 19 -1 2- 12 12 :0 3: 54 .0 56	2019-12-12 12:03:54.056	Red Hat a nnou nces ren ewal of FIPS 1 40-2 sec uri…	urn: newsml:reu ters.com:2 0191212:nN RAafs2g9:1	NS:DATMTR
20 19 -1 2- 12 08 :0 7: 44 .7 53	2019-12-12 08:07:44.753	Engi neer for ever cha nged re tail with crea tion …	urn: newsml:reu ters.com:2 0191212:nN RAafpj8v:1	NS:GLOBML
…	…	…	…	…
20 19 -1 2- 03 16 :1 8: 50 .5 32	2019-12-03 16:18:50.532	Un ited St ates : IBM Wa tson He alth D emon stra tes…	urn: newsml:reu ters.com:2 0191203:nN RAad1a5r:1	NS:ECLPCM
20 19 -1 2- 03 13 :0 0: 10 .6 42	2019-12-03 13:00:10.642	No zomi Netw orks W orks with IBM to Se cure In dus…	urn: newsml:reu ters.com:2 0191203:nG NX8Yr8Hy:1	NS:GNW

100 rows by 4 columns

Get Symbology

ek.get_symbology(['MSFT.O', 'GOOG.O', 'IBM.N'])

	CUSIP	ISIN	OAPermID	RIC	SEDOL	ticker
MSFT.O	594918104	US5949181045	4295907168	MSFT.O	NaN	MSFT
GOOG.O	02079K107	US02079K1079	5030853586	GOOG.O	NaN	GOOG
IBM.N	459200101	US4592001014	4295904307	IBM.N	2005973	IBM

Learning materals

To learn more about the Eikon Data API Python library just connect to the Refinitiv Developer Community. By registering and login to the Refinitiv Developer Community portal you will get free access to a number of learning materials like Quick Start guides, Tutorials, Documentation and much more.

Help and Support

If you have any questions regarding the API usage, please post them on the Eikon Data API Q&A Forum. The Refinitiv Developer Community will be very pleased to help you.