Reputation: 24928
I am currently successfully downloading live Bloomberg market prices, as well as historical series, using the service's COM API and win32com. Does anyone have any experience doing the same for Reuters live and historical data into Python?
I know that live feeds are available for both services in Excel, so Reuters must also have an API that I can access. Only problem is while Bloomberg support is excellent and describes its API in depth, for this type of query Reuters hasn't been able to get back to me for 2 months! Instead keep trying to sell me their email subscription service which is NOT what I need!!
Anyway rant over any help much appreciated.
Upvotes: 4
Views: 27698
Reputation: 2600
UPDATE in 2018:
Thomson Reuters now offers the Eikon Data API with a Python package. Please note that you do need a desktop-license to access the API. The information/documentation can be found on the Developer Portal.
**Disclaimer: I am currently employed by Thomson Reuters
Upvotes: 6
Reputation: 1563
There's an API (SOAP), it is provided under the Thomson Reuters Dataworks Enterprise (former Datastream) subscription. Though it is not free and it does not come with Thomson Reuters Eikon - you'll need to pay some extra for the license of data streaming/storage.
If you have this subscription, then pydatastream (https://github.com/vfilimonov/pydatastream) will allow you to get the data directly to python in pandas.DataFrame format (cross-platform).
Upvotes: 1
Reputation: 51
Check out http://devcartel.com they have PyRFA -- Reuters market data API for Python.
Upvotes: 5
Reputation: 29899
I have some experience with their APIs.
Reuters also have complete documentations in their Customer Zone Website. More infos on their APIs can be found there. They have their APIs available in Java, C++, and COM. So I believe there are many possibilities for Python code to interop with these.
Take a look at SFC C++ Time Series Subscription
Upvotes: 3
Reputation: 11210
Reuters seems to charge for their financial data feeds, here is an overview page of their offerings: Reuters data feeds
Upvotes: 1