Currently showing posts tagged market data

  • PyRFA Release

    In, PyRFA brings a new capability for market price subscription where it can invoke server-side field filtering upon subscription. The market data updates will contain only fields of interest. This is called "View." With this new feature, PyRFA aims to reduce bandwidth used in very volatile market data updates. Also, we have qualified our builds with Red Hat Enterprise Linux 7.

    What's new:

    • Supports FID filtering subscription with View
    • Updates RDMDictionary and enumtype.def
    • Compiled with RFA 8.0.1.L1
    • Qualified with RHEL7

    Downloads are available at

  • PyRFA 8.0.0 Dropping Support for RHEL5 and 32-bit Systems

    Recent release of PyRFA 8.0.0 (and forward) has dropped support for 32-bit and RHEL5. It supports only 64-bit systems on both Windows and Linux. The reason to drop the support on 32-bit depends on Thomson Reuters RFA C++ libraries that we use to build PyRFA. And since Thomson Reuters has decided not to include the libraries, PyRFA is affected this way.

    Feature-wise, we will keep maintaining version 7.6.1 as it is the last version with 32-bit and RHEL5 support. All future bug fixes and enhancement made to 8.0.0 will also be ported back to 7.6.1.

    For this case, releases also change the data output format into a pure dictionary just like in 8.0.0.

    Thanks for using PyRFA!

  • PyRFA 8.0.0 Data Output Change

    In PyRFA 8.0.0 onwards, we have changed data output from dispatchEventQueue() to contain only dictionary. This enables Python users to parse and use data more efficiently.

    In previous 7.6.0:

    ('NIP', 'EUR=', {'ASK': '0.999', 'ASK_TIME': '13:41:32:120', 'BID': '0.988', 'BID_NET_CH': '0.0041'})

    Now in 8.0.0:

  • PyRFA for RHEL 6.3

    PyRFA is an alternative Python API for accessing Thomson Reuters real-time data feeds such as IDN, TS1 (time-series service), TREP-RT, RMDS or RDF-D from Thomson Reuters leveraging on OMM data model available in streaming or snapshot mode. Due to recent request from many buy-side/sell-side, brokers and banks around the world today DevCartel is pleased to announce the release of PyRFA v7.5.1.2 with support for Red Hat Enterprise Linux 6.3. PyRFA has extended its support to Red Hat 6.3 that comes with Python 2.6 as we see the needs from users to run financial Python applications on RHEL. So enjoy!

    See more at