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Olivier Davant
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Quick Start guide and Tutorials updated for 1.0.0b16
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‎Tutorials/2.Content/2.2-Pricing/TUT_2.2.03-Pricing-StreamingEvents.ipynb‎

Lines changed: 41 additions & 58 deletions
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@@ -80,7 +80,7 @@
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{
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"data": {
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"text/plain": [
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"<refinitiv.data.session.platform.Definition object at 0x16ff3b399a0 {session_name='rdp'}>"
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"<refinitiv.data.session.Definition object at 0x7fdd732222b0 {name='workspace'}>"
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]
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},
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"execution_count": 3,
@@ -106,20 +106,21 @@
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"outputs": [],
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"source": [
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"# Function to handle the intial Refresh for each item\n",
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"def handle_refresh(streaming_prices, instrument_name, fields):\n",
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"def handle_refresh(fields, instrument_name, streaming_prices):\n",
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" # One way to access data - get dataframe\n",
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" print(f\"Refresh : {streaming_prices.get_snapshot()}\")\n",
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" return\n",
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"\n",
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"# Function to update dataframe, when we receive updates for individual items\n",
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"def handle_update(streaming_prices, instrument_name, fields):\n",
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"def handle_update(fields, instrument_name, streaming_prices):\n",
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" # Alternative way of accesing data - access the updated fields\n",
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" print(f\"Update : {instrument_name}:{fields}\")\n",
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" \n",
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"# Function to extract status code for an item as & when received from server\n",
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"# Status contains a 'code' and a more detailed 'message'\n",
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"def handle_status(streaming_prices, instrument_name, status):\n",
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" print(f\"Status : {instrument_name}:{status['code']}:{status['message']}\")"
121+
"def handle_status(status, instrument_name, streaming_prices):\n",
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" state=status['State']\n",
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" print(f\"Status : {instrument_name}:{state['Code']}:{state['Text']}\")"
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]
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},
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{
@@ -138,41 +139,28 @@
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Refresh : Instrument BID ASK\n",
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"0 EUR= 1.1222 1.1226\n",
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"Refresh : Instrument ASK BID\n",
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"0 EUR= 1.0596 1.0592\n",
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"1 GBP= <NA> <NA>\n",
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"2 JPY= <NA> <NA>\n",
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"3 BADRIC <NA> <NA>\n",
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"Refresh : Instrument BID ASK\n",
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"0 EUR= 1.1222 1.1226\n",
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"1 GBP= 1.3325 1.333\n",
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"2 JPY= 115.24 115.27\n",
147+
"Refresh : Instrument ASK BID\n",
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"0 EUR= 1.0596 1.0592\n",
149+
"1 GBP= 1.2306 1.2302\n",
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"2 JPY= <NA> <NA>\n",
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"3 BADRIC <NA> <NA>\n",
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"Refresh : Instrument BID ASK\n",
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"0 EUR= 1.1222 1.1226\n",
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"1 GBP= 1.3325 1.333\n",
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"2 JPY= 115.24 115.27\n",
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"3 BADRIC <NA> <NA>\n"
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]
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},
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"[StreamingPrices universe=['EUR=', 'GBP=', 'JPY=', 'BADRIC']] on_status_stream_event <function handle_status at 0x0000016FA352BC10> raised exception: KeyError('code')\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Update : JPY=:{'BID': 115.24, 'ASK': 115.27}\n"
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"Refresh : Instrument ASK BID\n",
153+
"0 EUR= 1.0596 1.0592\n",
154+
"1 GBP= 1.2306 1.2302\n",
155+
"2 JPY= 135.87 135.84\n",
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"3 BADRIC <NA> <NA>\n",
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"Status : BADRIC:NotFound:The record could not be found\n"
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]
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},
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{
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"data": {
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"text/plain": [
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"<OpenState.Opened: 1>"
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"<OpenState.Opened: 'Opened'>"
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]
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},
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"execution_count": 5,
@@ -183,28 +171,22 @@
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Update : JPY=:{'BID': 115.25, 'ASK': 115.27}\n",
187-
"Update : GBP=:{'BID': 1.3325, 'ASK': 1.3329}\n",
188-
"Update : GBP=:{'BID': 1.3324, 'ASK': 1.3329}\n",
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"Update : EUR=:{'BID': 1.1222, 'ASK': 1.1226}\n",
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"Update : GBP=:{'BID': 1.3326, 'ASK': 1.3327}\n",
191-
"Update : GBP=:{'BID': 1.3325, 'ASK': 1.3329}\n",
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"Update : JPY=:{'BID': 115.24, 'ASK': 115.27}\n",
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"Update : EUR=:{'BID': 1.1223, 'ASK': 1.1224}\n",
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"Update : JPY=:{'BID': 115.25, 'ASK': 115.26}\n",
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"Update : JPY=:{'BID': 115.25, 'ASK': 115.27}\n",
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"Update : JPY=:{'BID': 115.24, 'ASK': 115.27}\n",
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"Update : GBP=:{'BID': 1.3326, 'ASK': 1.3329}\n",
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"Update : JPY=:{'BID': 115.25, 'ASK': 115.27}\n",
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"Update : GBP=:{'BID': 1.3325, 'ASK': 1.3329}\n",
200-
"Update : JPY=:{'BID': 115.25, 'ASK': 115.26}\n",
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"Update : JPY=:{'BID': 115.24, 'ASK': 115.27}\n",
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"Update : JPY=:{'BID': 115.24, 'ASK': 115.27}\n",
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"Update : JPY=:{'BID': 115.24, 'ASK': 115.27}\n",
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"Update : GBP=:{'BID': 1.3325, 'ASK': 1.3329}\n",
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"Update : EUR=:{'BID': 1.1223, 'ASK': 1.1224}\n",
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"Update : JPY=:{'BID': 115.25, 'ASK': 115.27}\n",
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"Update : GBP=:{'BID': 1.3326, 'ASK': 1.3329}\n"
174+
"Update : GBP=:{'ASK': 1.2305, 'BID': 1.2304}\n",
175+
"Update : JPY=:{'ASK': 135.86, 'BID': 135.85}\n",
176+
"Update : EUR=:{'ASK': 1.0595, 'BID': 1.0594}\n",
177+
"Update : JPY=:{'ASK': 135.86, 'BID': 135.85}\n",
178+
"Update : EUR=:{'ASK': 1.0596, 'BID': 1.0592}\n",
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"Update : JPY=:{'ASK': 135.89, 'BID': 135.84}\n",
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"Update : EUR=:{'ASK': 1.0595, 'BID': 1.0593}\n",
181+
"Update : JPY=:{'ASK': 135.86, 'BID': 135.85}\n",
182+
"Update : GBP=:{'ASK': 1.2305, 'BID': 1.2304}\n",
183+
"Update : JPY=:{'ASK': 135.86, 'BID': 135.85}\n",
184+
"Update : JPY=:{'ASK': 135.86, 'BID': 135.85}\n",
185+
"Update : EUR=:{'ASK': 1.0596, 'BID': 1.0592}\n",
186+
"Update : GBP=:{'ASK': 1.2306, 'BID': 1.2302}\n",
187+
"Update : JPY=:{'ASK': 135.86, 'BID': 135.83}\n",
188+
"Update : EUR=:{'ASK': 1.0594, 'BID': 1.0593}\n",
189+
"Update : GBP=:{'ASK': 1.2304, 'BID': 1.2303}\n"
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]
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}
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],
@@ -242,13 +224,14 @@
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Update : EUR=:{'BID': 1.1223, 'ASK': 1.1224}\n"
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"Update : JPY=:{'ASK': 135.86, 'BID': 135.85}\n",
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"Update : EUR=:{'ASK': 1.0595, 'BID': 1.0593}\n"
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]
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},
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{
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"data": {
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"text/plain": [
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"<OpenState.Closed: 3>"
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"<OpenState.Closed: 'Closed'>"
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]
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},
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"execution_count": 6,
@@ -286,9 +269,9 @@
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],
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"metadata": {
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"kernelspec": {
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"display_name": "RevData39",
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"display_name": "Python 3 (ipykernel)",
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"language": "python",
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"name": "rd39"
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
@@ -300,7 +283,7 @@
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.9.4"
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"version": "3.9.7"
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}
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},
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"nbformat": 4,

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