Currently showing posts tagged timeseries

  • PyRFA 7.5.1.1 Now with TS1 Timeseries

    One of new features in PyRFA 7.5.1.1 is ability to retrieve a full set of timeseries from Thomson Reuters TS1 service. PyRFA makes it unapologetically easy to request and decode TS1 in a few simple steps.

    Timeseries example script:

    import pyrfa
    p = pyrfa.Pyrfa()
    p.createConfigDb("./pyrfa.cfg")
    p.acquireSession("Session1")
    p.createOMMConsumer()
    p.login()
    p.directoryRequest()
    p.dictionaryRequest()
    p.setTimeSeriesPeriod("daily")
    p.setTimeSeriesMaxRecords(10)
    timeseries = p.getTimeSeries("CHK.N")
    print "\n########### CHK.N daily ###########"
    for record in timeseries:
    print record

    Output:

    ########### CHK.N daily  ###########
    DATE,CLOSE,OPEN,HIGH,LOW,VOLUME,VWAP
    2013/11/03,28.840,27.980,29.050,27.950,1998632.000,28.666
    2013/10/31,28.000,27.900,28.100,27.550,1027979.000,27.932
    2013/10/30,27.960,28.190,28.270,27.680,1345424.000,28.005
    2013/10/29,28.150,28.360,28.650,27.770,1370013.000,28.121
    2013/10/28,28.320,28.260,28.500,28.210,1246324.000,28.325
    2013/10/27,28.160,28.260,28.470,28.110,1328412.000,28.228
    2013/10/24,28.470,28.410,28.680,28.153,2462643.000,28.447
    2013/10/23,28.370,27.660,28.680,27.470,1773109.000,28.163
    ...