• PyRFA 7.4.1 Release

    We are pleased to announce that PyRFA 7.4.1 is now released to the public. PyRFA is for accessing market data from Thomson Reuters data feeds (RMDS or TREP-RT) from Python.

    Features:

    • subscription for MARKET_PRICE (level 1)
    • subscription for MARKET_BY_ORDER (order book)
    • subscription for MARKET_BY_PRICE (market depth)
    • snapshot request (no incremental updates)
    • dictionary download or use local files
    • directory request
    • symbol list request
    • custom domain MMT_HISTORY which can be used for intraday timeseries publishing
    • non-interactive provider for MARKET_PRICE, MARKET_BY_ORDER, MARKET_BY_PRICE, SYMBOLLIST, HISTORY
    • debug mode
    • logging
    • low-latency mode
    • subscription outbound NIC binding
    • example scripts

    Find out more at http://devcartel.com/pyrfa