Code Walkthrough of a Python example that uses the Refinitiv Data Platform library to demonstrate the consumption of realtime data from the Refinitiv Data Platform, TREP or Eikon/Workspace
Only quarterly U.S.A. G.D.P. data is published; this article describes a method of estimating monthly such figures using monthly Total Compensation figures.
Use cases to demonstrate common delta hedging workflows using Refinitiv's Instrument Pricing Analytics, modeling different pricing strategies.
DataStream Sustainable Development Goals Country Scores
This article will cover the Equity Pair trading use case and go from a single pair example to an industrialised search process with commonly used statistical tests, combinatoric generators and computed in a brute force fashion using vectorization and parallelization where appropriate
Creating a framework to investigate whether the Announcement of Financial Statements after COVID impacted the price of stocks in any specific industry sector in the USA.
This article explains how to build Interactive ChatBot with Python Machine Learning and using Messenger Bot API to integrate the Bot to Eikon Messenger.
The article demonstrates how to use Refinitiv Data Platform (RDP) Library for Python to retrieve historical data. Then, you can use the data for financial data science and plot the graph. In this article, we will show how to calculate log returns, correlation matrix and linear OLS regression according to the data.
How to use DTrace on Oracle Linux to verify the behavior of the EMA applications.
The coronavirus (COVID-19) outbreak has been labelled a pandemic by the World Health Organization (WHO). The spread number has been changed day by day across various regions/countries. This aricle demonstrate how to create Interactive ChroroplethMap using data from DataStream.
An exploration of how to use Instrument Pricing Analytics Data to create and plot ETI and FX Volatility Surfaces, Smile Curves, Term Structures, Forward Curves using the Refinitiv Data Platform Library
We re-create Eikon Excel Company Tearsheet in Python, explaining the steps, and ending up with complete Company Tearsheet Jupiter notebook (Part 2)
The article describes how to use Intelligent Tagging REST API to analyze MRN news content retrieved from local TREP server or ERT in cloud. It also use .NET Core with RDP.NET library to retreive Real-Time news and pass it to the Intelligent Tagging API to generate tags and relevant metadata.
This article shows how to get Company Geographic Sale information from Reuters Fundamentals, then breakdown and display it as a graph for busincess decision with Eikon Data API.
Learn how you can leverage Refinitiv's leading data and APIs to integrate ESG data when making your investment decisions.
We re-create Eikon Excel Company Tearsheet in Python, explaining the steps, and ending up with complete Company Tearsheet Jupiter notebook.
Accessing saved list on Eikon Desktop using Eikon Data API(Python)
This article introduces a Python library for Open PermID APIs. This library covers all features of Open PermID APIs including Record Matching, Entity Search, and Intelligent Tagging.
Create technical analysis triggers without needing to use charts and visually identify signals with the Eikon Data API. These events are then used to post the signals to a chat room using the Refinitiv Messenger BOT API
This python model creates a chart for a bonds portfolio and builds yield curves from its constituents automatically using Eikon Data API.
This module allows the user to plot a seasonality chart for a futures contract in python with Eikon Data API.
This python model performs the PCA decomposition of a defined list of rates instruments (e.g. treasuries or IR swaps) using Eikon Data API, Additionally this model calculates the mean reversion on a curve trade as well as optimal holding period.
This article shows to get consume, assemble and decode MRN News Analytics Data (TRNA) from TREP via Elektron WebSocket connection. This article also shows how to get each Analytics Field data from TRNA JSON message.
This article will demonstrate how to calculate performance on a fund using Dollar-Cost Averaging strategy versus Inflation
This model calculates a parametric Value-at-Risk on an FX portfolio, and measures the impact from changing % of FX positions being hedged.
If you work in finance, the majority of your work probably happens online: You may periodically check an internal dashboard in your web browser or look at ticking prices in the Eikon terminal. Nevertheless, your boss may want you to send them a good old Excel factsheet at the end of each day.
how to extract the time series from Refinitiv using Eikon data API for Python. Then, use it for the series for forecasting the time series using ARIMA model
This article provides introductory topics about the RDP.NET library with sample usage to retrieve real-time MRN Story data from TREP and RDP/ERT in Cloud.
PermID is a shortening of “Permanent Identifier” which is a machine-readable number assigned to entities, securities, organizations (companies, government agencies, universities, etc), quotes, individuals, and more.
How to quickly build a Financial Dashboard showing charts, news and streaming pricing data using RDP Library
This article is for software users who developing Elektron SDK Java consumer i.e. Elektron Message API(EMA), ValueAdd Elektron Transport API (ValueAdd ETA) or Elektron Transport API(ETA) Java consumer. It is going to explain how to parse page-based data using these APIs.
This article explores the concept of Economic Value Added and provides an example of calculating company's Economic profit using company fundamental data retrieved from Eikon.
Part 2 of a peek at our new exciting and easy to use Refinitiv Data Platform library for Python, C# (and Typescript) - looking at Analytics, ESG and Level 2 Streaming data using the Delivery Layer
Part 1 of a peek at our exciting new and easy to use Refinitiv Data Platform library for Python, C# (and Typescript)
This article examines the distribution of companies disclosures across metrics in Refinitiv ESG dataset. It also probes whether higher disclosure rate is associated with better stock price performance or company profitability metrics such as return on assets (ROA) or return on equity (ROE).
Offline Installation for Eikon Data APIs(Python) | Refinitiv
In Modern Portfolio Theory (MPT) the goal of portfolio optimization is to maximize expected portfolio return for a given level of market risk or conversely to minimize the risk for a given expected return. This article demonstrates MPT portfolio optimization techniques for small portfolio of US stocks.
This article is going to demonstrate how to implement a service resiliency in EMA C++ Consumer application. The implementation allows EMA to continue to receive data from another ADS server once subscribed service or connection goes down.
Discover how to leverage Google Cloud Platform BigQuery to perform lightning fast analytics on tick data, directly in the Cloud. Using SQL, easily analyse gigabytes of data in a few seconds.
This article demonstrates how to create serverless application for Refinitiv Data Platform - Reserach API using Amazon Web Services.
This article helps developer to integrate the EMA Java applcation with Apache Log4j which is a de facto standard logging framework for Java-based application.
Find Your Right Companies with SCREENER | Eikon Data APIs(Python)
This article focuses on monitoring of REDI Execution Management System in C#. The discussion encompasses orders, positions and market data monitoring.
This article demonstrates how to create serverless application for Refinitiv Data Platform - Reserach API using Amazon Web Services.
R is widely used among statisticians and data miners for developing statistical software and data analysis. This article demonstrates steps to setup Jupyter Notebook for R to be used with Refinitiv's APIs on Windows.
Intelligent Tagging | Extract information from API response
This article provides a sample application which illustrates how to use Elektron Websocket API to retrieve a Chain Records and get underlying RIC symbols.
This article will demonstrate how to request tick history data on demand on Jupyter Notebook.
Briefly describe different options to ensure that Eikon Data API(Python) is installed properly and Eikon Desktop is running properly.
Briefly describe different login options available for application developers for use with RDP Platform
I will demonstrate how easy to use Jackson for retrieving historical pricing events data in JSON response which is received from Refinitiv Data Platform (RDP).
This article shows how to implement Elektron WebSocket API application to consume Machine Readable News (MRN) data with Python Language.
In this article, we will build a simple GUI Python example which Consumes MarketByPrice Orderbook data using the Elektron Websocket API
This article provides a sample application to demonstrates how to use .NET Core SDK with WPF to create a desktop application to retrieving and displaying MRN News Story from the WebSocket server on ADS 3.2.1 or higher version.
This article will help you to get an access token easily in Java using EDPToken. The token is required to access any data from RDP and as a part of the login request before an application can consume real-time data from ERT in Cloud.
This article shows how to contribute your data to Refinitiv with Elektron WebSocket API, TREP and TRCC.
If you want to publish (i.e. contribute) data to the Financial Markets via Refinitiv and/or to your internal TREP users without learning an API this guide is for you.
This article demonstrates how to use C# to consume news headlines from RDP Alerts API. The RDP Alerts API allows users to setup subscriptions for different types of content, such as news, and research.
This article is a second part of how to implement ERT in Cloud console application with Node.js/TypeScript technologies article series. This part shows how to implement a WebSocket connection.
This article demonstrates usage of Elektron Data Platform - Alert Research API in Node.JS to retreive Alert message and Research document.
This example will demonstrate how we can retrieve ESG data from Elektron Data Platform (EDP). We will be using Python with EDP API to request ESG data on the Jupyter Notebook.
This article will guide you launch an Amazon AWS EC2 Instance to run the ERT in Cloud WebSocket Python example from the instance.
Use a Fiddler proxy to capture web request/response.
RDP provides online documents that list all available APIs and demonstrates how to use those APIs. Moreover, developers can also download a swagger file for each API. This article demonstrates how to use AutoRest to generate client libraries for RDP services.
The road to Google-like search requires smart use of metadata (Topic classification, synonyms, use of knowledge graph and more). Enterprise search experience can be more relevant and less noisy. How close can it get to the consumer Google search experience?
The article describes Symbology Conversion usage and it also provides. NET Core Example to demonstrate the API usage.
The Visible Publisher Identifier is a feature of the Refinitiv enterprise platform (TREP) to identify the users who publish, post, or insert on the platform. This article explains how this feature operates and how developers might make use of it within their applications.
In this article, we introduced a tool called mitmdump which can be used to capture content from EDP-RT. mimtdump is an open source command tool used to capture HTTP(S) and WebSocket requests and responses.
Recommendations for Open DACS application developers to ensure an application will correctly support all DACS features exposed through the API.
This article shows how to implement ERT in Cloud Node.js application with TypeScript language. This is a first part which is focusing on obtain EDP Authentication and Service Discovery information.
This article demonstrates the third method by using Fiddler as a proxy to capture all incoming and outgoing messages from REST and WebSocket APIs. It also shows how to modify the examples to connect to EDP-RT through the Fiddler proxy.
This article explains how to leverage EMA Java to write a Non-Interactive Provider in Scala language to publish real-time level 1 and level 2 data and to perform connection and publishing data recovery.
This article covers 2 topics: why should you be interested in DSS extraction notes, and how the planned obsolescence of the DSS REST API Extract endpoint might impact your developments.
This article demonstrates how to quickly the stunnel as a SSL accelerator and test the encrypted connection with examples in the Elektron SDKs package.
This article demonstrates how to develop a connector extension for Power BI to connect to TRTH/DSS data. It uses DataScope Select REST API to connect, retrieve data using On Demand extraction method. This allows TRTH/DSS data integration in Power BI. You can add/modify the connector to extract other report templates.
The utility is a GUI based application which The utility was provided for troubleshooting purpose. It can be used to decode Market Price and MRN data from the RSSL XML trace file which generated by RFA C++/.NET or Elektron SDK C++ and then displaying the Trace Log in GUI.
The utility was provided for troubleshooting purpose, it can help verify issue such as data integrity and it can also help verify the message that API sends and receives. The utility can decode Market Price and MRN data from RSSL XML trace log generated by RFA C++/.NET or Elektron SDK C++.
Element Library for App Studio Project
A look at how alert messages are delivered within RDP
The example in this article demonstrates how to trade complex option via REDIPlus API with C# and Visual Studio 2017.
Sample code for Batch and View features combined request on Elektron Messaging API(Java)
This article explains how to leverage EMA Java to write a Consumer application in Scala language to get real time market data and to request interest of fields and request multiple items using a single request.
A Step to create and import certification into Keystore file and an introduction of a useful JVM parameter for debugging Java with HTTPS connection type.
This article shows how to implement EMA Java Consumer and Provider applications with Kotlin, a new first-class programming language on JVM world.
Introduce how to implement a custom domain for binary blob
Theis article is intended for anyone who is interested in using Thomson Reuters Enterprise Platform (TREP) as a messaging medium for internal business workflows i.e. publishing his own data services using custom fields to TREP.
The purpose of this article is to introduce the client load balancing feature available in ADS. It also demonstrates how to configure this feature and test it with RFA examples and WebSocket API.
Explore different available options for contributing to Refinitiv
The article explains how to leverage Elektron Message API to write a Non-Interactive Provider application that publishes Symbol List.
This article provides sample Cmake command with instruction for a new user to run Cmake GUI generating EMA project file.
This article explains how to encode and decode RMTES String containing non-ASCII text using EMA and RFA C++ /.NET edition.
Retrieving News Analytics with the DSS (DataScope Select) REST API - Obsolete
Retrieving News Items with the DSS (DataScope Select) REST API.
This is the second part of "Implementing Elektron API application to work with ATS" article. It guides how to work with ATS using Elektron APIs(EMA, ETA, WebSocket API) to contribute data, delete a RIC and its fields. It also contains troubleshooting which help the developers to solve common problems.
This article guides you in how to work with ATS using Elektron APIs (EMA, ETA, WebSocket API) to contribute data, add or delete a RIC and its fields. It also contains troubleshooting which help the developers to solve the common problems.
This Example demonstrates how to use Tick Historical REST API with .NET Core.
The Eikon Data APIs provide simple access to users who require programmatic access to Refinitiv data on the desktop. These APIs are intended for Eikon users.
This document will explain how to install and use .NET libraries for Eikon Data APIs.
Brief look into websocket batch request and field limiting with View feature.
This article shows how to use the ADS 3.2's rmdstestclient tool to verify and testing the Elektron WebSocket connection and subscription.
Open DACS API and Open DACS Permission Server (ODPS) are two ways for a developer to get a programmatic, application's view into DACS
In this article we will go over some general best practices when using Intelligent Tagging output for the first time.
This article shows how to develop web pages using HTML widgets and the TRKD API
Using Open PermID Matching API in Python
This article will demonstrate how we can conduct a simple sentiment analysis of news delivered via our new Eikon Data APIs and some really great python packages. Jupyter Notebook is available via github.
Examining event-driven financial calculations in Eikon Excel by explaining the procedure of building a real-time z-spread calculator for a list of fixed income instruments.
Video article that demonstrates the “ease of use” of the Thomson Reuters Elektron Message API (EMA).
This article will demonstrate how we can use Starmine Analytical Models to derive insight and generate alpha, in this case, for equity markets. I will be using our new Eikon Data APIs in this Python example. This Jupyter notebook is available on github for you to download.
How to check JET(App Studio HTML5 SDK) trust level on your App Studio project
How to manage user subscriptions on App Studio Administration
An example use-case for decoding the DACS locks and example code to do it.
This article is intended as an introduction to the concepts of DACS and OpenDACS for developers who are new to the subject
The purpose of this article is to describe the Item and Connection recovery mechanisms in EMA C++. It also provides guidance for application reponsibility in scenarios that EMA does not perform recovery.
A guide on the use of the infra tools to record data from a Thomson Reuters Enterprise Platform or Elektron realtime feed and how to replay the recorded data for Elektron SDK consumer applications.
This is the final article in the series that is going to show you how to use the httr package to retrieve On-Demand custom report from TRTH REST APIs.
A simple MarketPrice object or How to easily get market prices with EMA - Part 2
A simple MarketPrice object or How to easily get market prices with EMA – Part 1
Adfin Analytics are only available as part of Eikon Excel add-in and as a COM library. There’s no native Python implementation of Adfin Analytics. This article explains how to use AdfinX Analytics in Python and provides a code sample.
This article explains important concepts that developers need to understand before they start building applications for the Thomson Reuters Enterprise Platform (TREP) or the Elektron Real Time platform
This article discusses the ease of use of the Elektron Message API and introduces a layer of reusable value add objects that would simplify even more Elektron content access with EMA.
This article follows on from the Webinar session Introduction to MiFID II for Developers, with some detail on the coding aspects of handling (or avoiding) the high precision time, not covered in the Webinar and includes some information based on questions arising after the event.
The EMA Java API is implemented on top of SLF4J API as a facade for logging utility. It allows developers integrate EMA Java application with their prefer Logging framework by replacing the Logging library and configurations files without touching the application source code.
With over 50 million instruments carried by our realtime Elektron feed - answering that question would be overwhelming. This article shows you how to make Criteria Based Requests (CBR) aka Broadcast Data Stream (BDS) - to the Elektron Edge Device - which return a list of RICS matching a set specified criteria.
This article explains how to improve Tick History downloads performance.
This article demonstrates a way to deploy and run Elektron SDK applications in the Docker platform. It starts with building a Docker image for Elektron SDK and then shows usages of this image including running the provider and consumer examples.
This article describes various concepts related to fail-over and recovery in RFA C++ and RFA .Net. It includes RFA behaviors, configurations and necessary information.
How to find news topic codes for NewsExpression on JET(App Studio HTML5 SDK) API using Eikon Desktop
This article discusses the OMM to FIX Gateway capability for existing TREP clients to transmit pre-trade FIX messages to registered Approved Publication Arrangements (APA) to satisfy MIFID II regulatory requirements.
How to discover available fields for Data Grid service on JET(App Studio HTML5 SDK) API using Eikon Desktop
After making a historical data request using Refinitiv Tick History, once the data was extracted and is ready you can download and save the compressed data file to your local hard disk. In this article, I investigate how to download the compressed data files, and how to optimize the download time.
Article about exception handling in EMA C++.
How to build a Real-Time streaming Quote widget
This article demonstrates problems and solutions that developers should be aware of when using TRTH V2 On Demand data extraction with Go programming language. It uses Tick History Market Depth On Demand data extraction as an example to demonstrate the usage and solutions.
U.S. Presidents - The first 100 Days
ISIN to RIC conversion with the TRTH (Thomson Reuters Tick History) REST API.
ISIN to RIC conversion with the DSS (DataScope Select) REST API.
This article demonstrate how to implement the Thomson Reuters Knowledge Direct (TRKD) API News Headline consumer application with Python and JSON.
Elektron Message API is designed as an ease of use API which provides one of the easiest entry points into consuming and publishing real-time data. How to configure it?
In this article we take the basic EMA Java Consumer App example provided in the dev kit and enhance it to be able to provide web service capabilities - in this case RESTful ones.
This article demonstrate how to implement the Thomson Reuters Knowledge Direct (TRKD) API consumer application with Python and JSON to consume Real Time Quote data.
This is the second article in the series that is going to show you how to use the httr package to retrieve Venue By Day data from TRTH REST APIs.
MiFID II - Extending the precision of timestamps supported on Elektron Real Time.
Symbology conversion using the DSS REST API in Python
MRN & N2_UBMS Comparison and Migration Guide
This article explains how to develop RFA Java application to monitor the health of services. The general techniques could be applied to TREP real-time streaming APIs e.g. RFA.NET/C+, ETA C+/Java.
This article explains how to request particular fields of an item via RFA. The general techniques could be applied to any of real-time streaming APIs i.e. ETA C+/Java, EMA C++/Java.
This article describes how downstream applications discover the health of Elektron Real Time Infrastructure, through the consumption of SPS (Service Provider Status) messages provided by the Elektron Real Time CHE (Collection Head End).
This tutorial explains how to request an authentication token from the Tick History server using the httr package.
This article demonstrates how a user can use Eikon Python API to quickly prototype and plot custom analytics. The example shown here is one of the many use cases, that Quants/Analysts can employ to analyze financial data.
The Thomson Reuters Knowledge Direct (TRKD) API integrates into your website, trading platform, company intranet/extranet, advisory portal and mobile applications to provide up-to-date financial market data, news and analytics and powerful investment tools.
The following article provides developers a method to use TRTH REST API to retrieve page-based data which mainly used for the Speed Guides or including other page RICs.
How to use the App Studio - Web SDK (JET 2) : Symbology Plug-in
The purpose of this article is to introduce the Interactive Source Blending feature available in TREP 3.0 or above. It also demonstrates how to setup this feature and test it with EMA C++ examples.
This article demonstrates how to use the Tick History REST API to request Time and Sales data using python.
How to use the Tick History REST API to expand a Chain RIC in Python
For some instruments, suffix of RIC indicates the exchange where it is traded, e.g. HSBA.L (.L = LSE - London Stock Exchange), HBC.N (.N = NYSE - New York Stock Exchange). However, there are some instruments without this suffix. How can an app know on which exchange they are listed?
Learn how to create auto-expiring records on TREP.
This article is intended as a developer supplement to Elektron Connect Installation Guide.
This article is intended for Java software users who are developing RFA Java Consumer applications. It is going to explain how to verify, if the application is out of memory, due to slow processing data events/messages and the ways to solve the problem.
Introduction to the "Refinitiv API Samples" Github group
This article explains streaming Level 2 data and how to process and manage this using EMA C++
This article provides an example of how Eikon .NET SDK can be used in Matlab to retrieve timeseries of price history and to subscribe to streaming market data.
This is the second part of the "Simple Chain Objects for EMA" article. In this part I present two Java example applications that demonstrate the different concepts explained in "Simple Chain Objects for EMA - Part 1".
Working with Thomson Reuters real-time data, you probably came across a very specific type of instruments called Chains or Chain Records. If you never heard about these, well… soon or later you will probably have to deal with them.
In this article we present a Quote Assist App built using App Studio HTML 5 SDK. We will demonstrate how to use JET toolkit to achieve seamless integration with Thomson Reuters Eikon.
Using FID 259 to identify your market data records
Using the power of Thomson Reuters Intelligent Tagging (TRIT) to capture rich, semantic metadata, researchers and analysts can now easily take advantage of these capabilities when authoring and sending emails within Outlook.
This article examines the Thomson Reuters Machine Readable News offering, discussing its features, the most common use cases and provides specific details of implementation from the standpoint of an application developer.
This article demonstrates how we can use the DataScope Select .NET SDK to extract all associated securities for a list of legal entities.
The article provides a brief introduction to DataScope Select and its RESTful API.
The Elektron Message API is a high level application programming interface for consuming and publishing real-time streaming data from and to Thomson Reuters Enterprise Platform.