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Python API for Thomson Reuters Enterprise Platform

Project description

PyRFA

version pyversion version platform license downloads

PyRFA is a Python API for accessing Thomson Reuters market data feeds known as Elektron, Thomson Reuter Enterprise Platform for Real-time (TREP-RT) or legacy RMDS. It supports subscription and publication of market data using OMM data message model.

application

Features

  • Subscription for MARKET_PRICE (level 1)
  • Subscription for MARKET_BY_ORDER (order book)
  • Subscription for MARKET_BY_PRICE (market depth)
  • Snapshot/streaming request
  • Multiple service subscription
  • Pause and resume subscription
  • OMM Posting
  • View
  • Dictionary download or use local files
  • Directory request
  • Symbol list request
  • Time-series request and decoder for IDN TS1
  • Custom domain MMT_HISTORY which can be used for intraday timeseries publishing
  • Non-interactive provider (full-cached) for MARKET_PRICE, MARKET_BY_ORDER, MARKET_BY_PRICE, SYMBOLLIST, HISTORY domains
  • Interactive provider for MARKET_PRICE domain
  • Debug mode
  • Logging
  • Low-latency mode
  • Subscription outbound NIC binding

Installation

PyRFA supports both Windows and Linux platforms. Simply install from PyPI using pip:

> pip install pyrfa

Windows users might need to install Microsoft Visual C++ 2010 SP1 Redistributable Package (x64) or (x86).

Platform Availability

Windows

Version Release Date 64bit-Windows, Python 3.6 64bit-Windows, Python 3.5 64bit-Windows, Python 3.4 64bit-Windows, Python 2.7 64bit-Windows, Python 2.6 32bit-Windows, Python 2.7 32bit-Windows, Python 2.6
8.4.0 24 April 18
7.7.0 17 Mar 17

Linux

Version Release Date 64bit-Linux, Python 3.6 64bit-Linux, Python 3.5 64bit-Linux, Python 3.4 64bit-Linux/RHEL7, Python 2.7 64bit-Linux/RHEL6, Python 2.6
8.4.0 24 Apr 18

Example

import pyrfa
p = pyrfa.Pyrfa()
p.createConfigDb("./pyrfa.cfg")
p.acquireSession("Session1")
p.createOMMConsumer()
p.login()
p.directoryRequest()
p.dictionaryRequest()
p.marketPriceRequest("JPY=,EUR=")
end = False
while not end:
    try:
        for data in p.dispatchEventQueue(100):
            print(data)
    except KeyboardInterrupt:
        end = True

Output:

...
{'MTYPE': 'UPDATE', 'RIC': 'JPY=', 'SERVICE': 'IDN_RDF_SDS', 'IRGPRC': 0.24}
{'MTYPE': 'UPDATE', 'ASIA_NETCH': 0.7, 'SERVICE': 'IDN_RDF_SDS', 'RIC': 'JPY='}
{'MTYPE': 'UPDATE', 'BID_NET_CH': 0.26, 'RIC': 'JPY=', 'SERVICE': 'IDN_RDF_SDS'}
...

Support

Available support including API documentation, Replay Service guide, changelog, issue tracker:

Project details


Release history Release notifications

This version
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8.4.0

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8.3.0

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8.2.3

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8.2.2

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8.2.1

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8.2.0

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8.1.0

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7.7.0

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Filename, size & hash SHA256 hash help File type Python version Upload date
pyrfa-8.4.0-cp26-none-manylinux1_x86_64.whl (3.6 MB) Copy SHA256 hash SHA256 Wheel cp26 Apr 24, 2018
pyrfa-8.4.0-cp26-none-win_amd64.whl (2.0 MB) Copy SHA256 hash SHA256 Wheel cp26 Apr 24, 2018
pyrfa-8.4.0-cp27-none-manylinux1_x86_64.whl (3.5 MB) Copy SHA256 hash SHA256 Wheel cp27 Apr 24, 2018
pyrfa-8.4.0-cp27-none-win_amd64.whl (2.0 MB) Copy SHA256 hash SHA256 Wheel cp27 Apr 24, 2018
pyrfa-8.4.0-cp34-none-manylinux1_x86_64.whl (3.5 MB) Copy SHA256 hash SHA256 Wheel cp34 Apr 24, 2018
pyrfa-8.4.0-cp34-none-win_amd64.whl (2.0 MB) Copy SHA256 hash SHA256 Wheel cp34 Apr 24, 2018
pyrfa-8.4.0-cp35-none-manylinux1_x86_64.whl (3.5 MB) Copy SHA256 hash SHA256 Wheel cp35 Apr 24, 2018
pyrfa-8.4.0-cp35-none-win_amd64.whl (2.0 MB) Copy SHA256 hash SHA256 Wheel cp35 Apr 24, 2018
pyrfa-8.4.0-cp36-none-manylinux1_x86_64.whl (3.5 MB) Copy SHA256 hash SHA256 Wheel cp36 Apr 24, 2018
pyrfa-8.4.0-cp36-none-win_amd64.whl (2.0 MB) Copy SHA256 hash SHA256 Wheel cp36 Apr 24, 2018

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