用 Python 访问路透社数据
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Accessing Reuters data in Python
提问by Thomas Browne
I am currently successfully downloading live Bloomberg market prices, as well as historical series, using the service's COM API and win32com. Does anyone have any experience doing the same for Reuters live and historical data into Python?
我目前正在使用该服务的 COM API 和 win32com 成功下载实时彭博市场价格以及历史系列。有没有人有将路透社实时和历史数据转换为 Python 的经验?
I know that live feeds are available for both services in Excel, so Reuters must also have an API that I can access. Only problem is while Bloomberg support is excellent and describes its API in depth, for this type of query Reuters hasn't been able to get back to me for 2 months! Instead keep trying to sell me their email subscription service which is NOT what I need!!
我知道 Excel 中的这两种服务都可以使用实时提要,因此路透社还必须有一个我可以访问的 API。唯一的问题是,尽管彭博支持非常出色并深入描述了其 API,但对于此类查询,路透社已经 2 个月没能回复我了!而是继续尝试向我出售他们的电子邮件订阅服务,这不是我需要的!!
Anyway rant over any help much appreciated.
无论如何,非常感谢任何帮助的咆哮。
回答by Hoenie
UPDATE in 2018:
2018 年更新:
Thomson Reuters now offers the Eikon Data API with a Python package. Please note that you do need a desktop-license to access the API. The information/documentation can be found on the Developer Portal.
Thomson Reuters 现在提供带有 Python 包的 Eikon Data API。请注意,您确实需要桌面许可证才能访问 API。信息/文档可以在Developer Portal上找到。
**Disclaimer: I am currently employed by Thomson Reuters
**免责声明:我目前受雇于汤森路透
回答by ohhohe
Check out http://devcartel.comthey have PyRFA -- Reuters market data API for Python.
查看http://devcartel.com他们有 PyRFA - 路透社 Python 市场数据 API。
回答by Gant
I have some experience with their APIs.
我对他们的 API 有一些经验。
Reuters also have complete documentations in their Customer Zone Website. More infos on their APIs can be found there. They have their APIs available in Java, C++, and COM. So I believe there are many possibilities for Python code to interop with these.
路透社在他们的客户专区网站上也有完整的文件。可以在那里找到有关其 API 的更多信息。他们的 API 在 Java、C++ 和 COM 中可用。所以我相信 Python 代码有很多可能与这些互操作。
Take a look at SFC C++ Time Series Subscription
回答by Joakim Lundborg
Reuters seems to charge for their financial data feeds, here is an overview page of their offerings: Reuters data feeds
路透社似乎对他们的财务数据馈送收费,这是他们产品的概述页面:路透社数据馈送
回答by Vladimir
There's an API (SOAP), it is provided under the Thomson Reuters Dataworks Enterprise (former Datastream) subscription. Though it is not free and it does not come with Thomson Reuters Eikon - you'll need to pay some extra for the license of data streaming/storage.
有一个 API (SOAP),它是在 Thomson Reuters Dataworks Enterprise(以前的 Datastream)订阅下提供的。虽然它不是免费的,并且它不随 Thomson Reuters Eikon 提供 - 您需要为数据流/存储许可支付一些额外费用。
If you have this subscription, then pydatastream (https://github.com/vfilimonov/pydatastream) will allow you to get the data directly to python in pandas.DataFrame format (cross-platform).
如果您有此订阅,那么 pydatastream ( https://github.com/vfilimonov/pydatastream) 将允许您以 pandas.DataFrame 格式(跨平台)将数据直接获取到 python。