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More StreamingEvents changes and delete badly named cache notebook
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2.Content/2.2-Pricing/2.2.02-Pricing-StreamingCacheipynb renamed to 2.Content/2.2-Pricing/2.2.02-Pricing-StreamingCache.ipynb

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@@ -68,7 +68,7 @@
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{
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"data": {
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"text/plain": [
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"<refinitiv.data._data.core.session._platform_session.PlatformSession at 0x129bd165610>"
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"<refinitiv.data._data.core.session._platform_session.PlatformSession at 0x2442e0461c0>"
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]
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},
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"execution_count": 2,
@@ -123,30 +123,30 @@
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" <tr>\n",
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" <th>0</th>\n",
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" <td>EUR=</td>\n",
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" <td>1.1901</td>\n",
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" <td>1.1905</td>\n",
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" <td>1.1908</td>\n",
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" <td>1.1909</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>1</th>\n",
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" <td>GBP=</td>\n",
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" <td>1.3904</td>\n",
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" <td>1.3908</td>\n",
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" <td>1.3897</td>\n",
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" <td>1.3898</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2</th>\n",
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" <td>JPY=</td>\n",
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" <td>110.47</td>\n",
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" <td>110.5</td>\n",
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" <td>110.67</td>\n",
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" <td>110.68</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" Instrument BID ASK\n",
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"0 EUR= 1.1901 1.1905\n",
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"1 GBP= 1.3904 1.3908\n",
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"2 JPY= 110.47 110.5"
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"0 EUR= 1.1908 1.1909\n",
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"1 GBP= 1.3897 1.3898\n",
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"2 JPY= 110.67 110.68"
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]
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},
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"execution_count": 3,
@@ -208,93 +208,119 @@
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" <tr>\n",
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" <th>0</th>\n",
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" <td>EUR=</td>\n",
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" <td>1.1901</td>\n",
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" <td>1.1905</td>\n",
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" <td>1.1907</td>\n",
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" <td>1.1911</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>1</th>\n",
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" <td>GBP=</td>\n",
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" <td>1.3904</td>\n",
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" <td>1.3908</td>\n",
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" <td>1.3896</td>\n",
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" <td>1.3898</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2</th>\n",
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" <td>JPY=</td>\n",
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" <td>110.47</td>\n",
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" <td>110.5</td>\n",
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" <td>110.66</td>\n",
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" <td>110.69</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" Instrument BID ASK\n",
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"0 EUR= 1.1901 1.1905\n",
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"1 GBP= 1.3904 1.3908\n",
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"2 JPY= 110.47 110.5"
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"0 EUR= 1.1907 1.1911\n",
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"1 GBP= 1.3896 1.3898\n",
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"2 JPY= 110.66 110.69"
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]
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},
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"execution_count": 4,
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"metadata": {},
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"output_type": "execute_result"
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"output_type": "display_data"
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}
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],
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"source": [
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"streaming.get_snapshot()"
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"snap = streaming.get_snapshot()\n",
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"display(snap)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"\n",
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"### Alternative ways of accessing instruments + values"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"#### Direct Access to fields"
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"#### Direct Access to fields\n",
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"We can directly access the cache without the need to call **get_snapshot()**"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"execution_count": 6,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"1.1901"
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"1.1907"
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]
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},
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"execution_count": 5,
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"execution_count": 6,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"# Directly access the latest 'BID' price for the EURO\n",
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"streaming['EUR=']['BID']"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 6,
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"execution_count": 7,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"1.3908"
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"1.3901"
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]
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},
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"execution_count": 6,
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"execution_count": 7,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"## Access the individual StreamingPrice object for GBP\n",
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"gbp = streaming['GBP=']\n",
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"# and then use object to access individual fields\n",
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"gbp['ASK']"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 8,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"1.3901"
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]
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},
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"execution_count": 8,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"# Will be different from above if price has changed\n",
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"gbp['ASK']"
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]
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},
@@ -307,16 +333,16 @@
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},
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{
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"cell_type": "code",
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"execution_count": 7,
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"execution_count": 12,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"JPY=\n",
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"\tBID : 110.47\n",
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"\tASK : 110.5\n"
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"\tBID : 110.64\n",
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"\tASK : 110.65\n"
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]
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}
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],
@@ -335,22 +361,22 @@
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},
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{
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"cell_type": "code",
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"execution_count": 8,
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"execution_count": 13,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"EUR=\n",
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"\tBID : 1.1901\n",
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"\tASK : 1.1905\n",
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"\tBID : 1.1907\n",
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"\tASK : 1.1911\n",
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"GBP=\n",
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"\tBID : 1.3904\n",
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"\tASK : 1.3908\n",
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"\tBID : 1.3897\n",
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"\tASK : 1.3901\n",
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"JPY=\n",
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"\tBID : 110.47\n",
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"\tASK : 110.5\n"
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"\tBID : 110.64\n",
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"\tASK : 110.65\n"
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]
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}
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],
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},
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{
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"cell_type": "code",
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"execution_count": 9,
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"execution_count": null,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"<StreamState.Closed: 1>"
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]
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},
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"execution_count": 9,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"outputs": [],
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"source": [
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"streaming.close()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 10,
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"execution_count": null,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div>\n",
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"<style scoped>\n",
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" .dataframe tbody tr th:only-of-type {\n",
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" vertical-align: middle;\n",
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" }\n",
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"\n",
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" .dataframe tbody tr th {\n",
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" vertical-align: top;\n",
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" }\n",
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"\n",
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" .dataframe thead th {\n",
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" text-align: right;\n",
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" }\n",
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"</style>\n",
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"<table border=\"1\" class=\"dataframe\">\n",
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>Instrument</th>\n",
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" <th>BID</th>\n",
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" <th>ASK</th>\n",
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" </tr>\n",
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" </thead>\n",
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" <tbody>\n",
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" <tr>\n",
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" <th>0</th>\n",
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" <td>EUR=</td>\n",
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" <td>1.1901</td>\n",
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" <td>1.1905</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>1</th>\n",
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" <td>GBP=</td>\n",
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" <td>1.3904</td>\n",
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" <td>1.3908</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2</th>\n",
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" <td>DUMMY</td>\n",
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" <td>&lt;NA&gt;</td>\n",
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" <td>&lt;NA&gt;</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" Instrument BID ASK\n",
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"0 EUR= 1.1901 1.1905\n",
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"1 GBP= 1.3904 1.3908\n",
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"2 DUMMY <NA> <NA>"
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]
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},
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"execution_count": 10,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"outputs": [],
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"source": [
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"# Define our Streaming Price object\n",
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"mixed = rd.content.pricing.Definition(\n",
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},
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{
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"cell_type": "code",
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"execution_count": 11,
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"execution_count": null,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"<StreamState.Open: 3>"
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]
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},
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"execution_count": 11,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"outputs": [],
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"source": [
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"mixed['DUMMY'].state"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 12,
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"execution_count": null,
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"metadata": {
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"pycharm": {
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"name": "#%%\n"

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