API Description
This SDK can be downloaded from NuGet. It exists in both 32 and 64 bit editions. The packages are named respectively “Eikon 4 Desktop Data APIs” and “Eikon 4 Desktop Data APIs (x64)”.
APIs in this SDK have a run time dependency on Eikon and require that Eikon application is running with the user signed on to be able to retrieve data from Eikon. If Eikon application is not running, it can be automatically launched by this SDK.
Data entitlements are enforced by Eikon. Application developer does not need to implement any entitlements checks.
Real-time data can be retrieved streaming or as a snapshot. The number of simultaneously open real-time data subscriptions is subject to machine level aggregate item limit imposed by Eikon and/or by Thomson Reuters Enterprise Platform (TREP).
For the timeseries data the table below lists standard summarization intervals, in which price history is stored on Eikon platform, and includes the depth of history available for each summarization interval.
| Interval | Depth of history |
|---|---|
| Tick, Time and Sales, Time and Quotes | 90 days |
| 1 minute | 90 days |
| 30 minute | 1 year |
| Daily | Up to 100 years depending on the instrument |
The API provides capability to summarize data into other intervals. The summarization is performed from the nearest lower standard interval, e.g. an hourly summarization is performed from 30 minute interval; 5 minute summarization is performed from 1 minute interval.