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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.

Andy Lynch
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Thomas Browne
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  • What product are you trying to use? I have a lot of experience with one of their historical products. – Steve Severance Jul 20 '09 at 18:56
  • Reuters (like everyone else) charge for live market data, the stuff you need to actually trade on an exchange. Are you asking about this or slightly more historical stuff? –  Jul 22 '09 at 15:49
  • Thanks Neil - I am paying for Reuters 3000 (Kobra) (around 700 pounds a month). I have access to all the live feeds and data in Excel. Just want to get it into Python. – Thomas Browne Jul 25 '09 at 22:21
  • I am not aware of python API. They are still CONSIDERING .NET. (thought probably just a wrapper around the Win32 C++ api) Typically people want very low latency in the APIs. As far as I know there are C, C+++ an Java APIs. – Tim May 11 '10 at 21:22
  • I used to work for Reuters - if you email me I could probably find someone who might be able to provide a wrapper, but I am not sure. (unofficially of course - I know a number of ex-Reuters folks still who are familiar with the APIs) – Tim May 11 '10 at 21:25
  • For historical stock pricing data, consider http://www.mergent.com/servius as an alternative to Reuters – Eugene Osovetsky Oct 18 '10 at 23:07

5 Answers5

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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

PythonSherpa
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  • What are the pricing options for the EIkon data API. We currently use Alpha Vantage but it's comprehension is absolutely nowhere near what we need. Feel free to contact me on crashtors@gmail.com. I would love to discuss it further. – Crashtor Aug 14 '18 at 03:09
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Check out http://devcartel.com they have PyRFA -- Reuters market data API for Python.

ohhohe
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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

Gant
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Reuters seems to charge for their financial data feeds, here is an overview page of their offerings: Reuters data feeds

Joakim Lundborg
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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).

Vladimir
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  • Thanks - yes have investigated. Unfortunately did some costings and it's cheaper to use Bloomberg as they bundle 3500 live price feeds with the terminal price (even if they're more expensive that still works out much cheaper). You can still "hack" Eikon by letting it feed Excel and then feeding off that but it's not much fun and probably breaks some licence term somewhere. Still the above is only a concern if you're a private individual looking to manage tight data cost budgets. Corpos and hedgey's wont care. Reuters does have the Tradeweb prices for gov bonds though which are very accurate – Thomas Browne Oct 20 '14 at 23:19