TRKD HTTP JSON with Python Example

Overview

The Thomson Reuters Knowledge Direct (TRKD) API integrates into your website, trading platform, company intranet/extranet, advisory portal and mobile applications to provide up-to-date financial market data, news and analytics and powerful investment tools.

TRKD offers a wide range of Refinitiv' information and services delivered in a request-response scenario via web services using today's industry standard protocols (SOAP/XML and REST/JSON). Connectivity can be via HTTP and HTTPS, over the Internet or Delivery Direct. All data are snapshot (non-streaming) data.

This is an example project that shows how to implement TRKD HTTP JSON client and TRKD Streaming client with Python programming lanugage. This project contains the following example scripts for each TRKD services

• trkd_authen.py: An example application that shows how to authenticate with TRKD service
• trkd_quote.py: An example application that shows how to subscribe (all fields and specific fields) the Quote data from TRKD service
• trkd_newsheadline.py: An example application that shows how to subscribe the News Headline data from TRKD service
• trkd_newsstory.py: An example application that shows how to subscribe the News Story data from TRKD service
• trkd_intraday.py: An example application that shows how to subscribe the Intraday Time-series data from TRKD service
• trkd_interday.py: An example application that shows how to subscribe the Interday Time-series data from TRKD service
• trkd_onlinereport.py: An example application that shows how to subscribe the Online Report data from TRKD service
• trkd_chart.py: An example application that shows how to subscribe and download the Chart image data from TRKD service
• trkd_wsstreaming.py: An example application that show how to subscribe the Quote data from TRKD Streming service via a WebSocket connection
• requestments.txt: A requirement file contains a list of required libraries for HTTP JSON and WebSocket connections.
• docs\TRKD_REST_with_Python.docx: A document that describes the trkd_authen.py and trkd_quote.py applications

All source code and scripts are provided under the Apache 2.0 license. Thye are provided AS IS with no warranty or guarantee of fit for purpose. See the project's LICENSE.md for details.

Prerequisite

The following softwares are required to use this script

• Python 3
• The requests library
• The websocket-client library (version 0.49 or greater, for trkd_wsstreaming.py application only)
• The python-dateutil library (for trkd_wsstreaming.py application only)

All scripts support Python 3 and not compatible with Python 2.

How to run the script

Run the script via the command line (or shell)

$>python <application>.py

Optional - How to install requests

The best way is via the pip package management tool

1. export <Python_folder>\Scripts to your OS PATH environment
2. call pip command to install requests

   $>pip install -r requestments.txt
   

3. If you are behind proxy, set the proxy first

   export https_proxy="http://<proxy.server>:<port>"
   $>pip install -r requestments.txt
   

Note: If you aim to use only TRKD HTTP JSON services, you can just install requests library via a pip install requests command.

References

For further details, please check out the following resources:

• Thomson Reuters Knowledge Direct API page on the Thomson Reuters Developer Community web site.
• Thomson Reuters Knowledge Direct API Catalog web site.
• Elektron WebSocket API page on the Thomson Reuters Developer Community web site.

Release Note

• Version 1: 6 Sep 2016
  • trkd_authen.py.
  • trkd_quote.py.
• Version 1.0.1: 7 Sep 2016
  • trkd_newsheadline.py.
  • changed code structure to separate call http request
• Version 1.0.2: 19 Sep 2016
  • trkd_newsstory.py.
• version 1.0.3: 22 Sep 2016
  • trkd_intraday.py.
  • trkd_interday.py.
  • trkd_onlinereport.py.
  • trkd_chart.py.
• version 1.0.4: 28 Oct 2016
  • docs\TRKD_REST_with_Python.docx.
  • revise some code.
• version 1.0.5: 27 Apr 2017
  • revies README.md to support markdown.
• version 1.0.6: 3 May 2017
  • revies README.md.
  • modify trkd_authen.py.
  • modify trkd_quote.py.
• version 1.0.7: 9 May 2017
  • revise README.md.
  • modify the rest of application files.
• version 1.0.7: 31 Aug 2017
  • revise README.md
• version 1.0.8: 04 Sep 2017
  • Port all scripts to support Python 3.
  • Fix the issue that some scripts still send request message to the old REST endpoint.
• version 1.0.9: 26 Jan 2018
  • Add debug log for checking outgoing message (disabled by default).
• version 1.0.10: 9 Aug 2018
  • remove all is not None statements and make them a bit more Pythonic.
• version 1.0.11: January 2019
  • Add trkd_wsstreaming.py application for TRKD Streaming service.
  • Add License.md file
• version 1.0.12: March 2019
  • Change all scripts to print JSON message in beauty format.