• version: 1.5.5
• Last update: May 2021
• Environment: Windows, Linux
• Compiler: Python
• Prerequisite: Demo prerequisite

The Refinitiv Knowledge Direct (RKD) API (formerly known as 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.

RKD 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 RKD HTTP JSON client and RKD Streaming client with Python programming language. The project example are in both console and Jupyter Notebook applications.

Note: The Jupyter Notebook example does not contain all the same RKD services service as console examples yet. [TBD]

This project contains the following example scripts for each RKD services

• trkd_authen.py: An example application that shows how to authenticate with RKD service
• trkd_quote.py: An example application that shows how to subscribe (all fields and specific fields) the Quote data from RKD service
• trkd_newsheadline.py: An example application that shows how to subscribe the News Headline data from RKD service
• trkd_newsstory.py: An example application that shows how to subscribe the News Story data from RKD service
• trkd_intraday.py: An example application that shows how to subscribe the Intraday Time-series data from RKD service
• trkd_interday.py: An example application that shows how to subscribe the Interday Time-series data from RKD service
• trkd_onlinereport.py: An example application that shows how to subscribe the Online Report data from RKD service
• trkd_chart.py: An example application that shows how to subscribe and download the Chart image data from RKD service
• trkd_wsstreaming.py: An example application that show how to subscribe the Quote data from RKD Streaming service via a WebSocket connection
• notebook folder:
  • notebook/trkd_authentication.ipynb: A Jupyter Notebook RKD Authentication service example
  • notebook/trkd_timeseries_interday.ipynb: A Jupyter Notebook RKD Time-Series Interday service example
  • notebook/trkd_timeseries_intraday.ipynb: A Jupyter Notebook RKD Time-Series Intraday service example
• requestments.txt: A requirement file contains a list of required libraries for HTTP JSON and WebSocket connections.

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

The following softwares are required to use this script

• RKD API credentials. Please reach out to your Refinitiv sales associate to acquire RKD access credentials.
• 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)
• The classic Jupyter Notebook runtime (for the Notebook example application)

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

Note:

• You can install Jupyter Notebook on your local machine and then test the example on the machine. The alternate choice is a free Jupyter Notebook on cloud environment such as Azure Notebook provided by Microsoft. You can find more details from this tutorial. If you are not familiar with Jupyter Notebook, the following tutorial created by DataCamp may help.

Run the script via the command line (or shell)

$>python <application>.py

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 requirements.txt
   

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

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

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

Please follow the classic Jupyter Notebook installation guide page.

You may consider the strategic Refinitiv Data Platform (RDP) web base APIs platform. RDP APIs give you seamless and holistic access to all of Refinitiv content such as Historical Pricing, Environmental Social and Governance (ESG), News, Research, etc and commingled with your own content, enriching, integrating and distributing the data through a single interface, delivered wherever you need it. The RDP APIs delivery mechanisms are following:

• Request - Response: RESTful web service (HTTP GET, POST, PUT or DELETE)
• Alert: delivery is a mechanism to receive asynchronous updates (alerts) to a subscription.
• Bulks: deliver substantial payloads, like the end of day pricing data for the whole venue.
• Streaming: deliver real-time delivery of messages.

Please see RDP APIs Overview page for more detail.

As part of RDP, Refinitiv Real-Time - Optimized (RRTO) gives you access to best in class Real Time market data delivered in the cloud. RRTO is a new delivery mechanism for RDP, using the AWS (Amazon Web Services) cloud. Once a connection to RDP is established using RRTO, data can be retrieved using WebSocket API (the same as RKD Streaming Service).

Key benefit of the strategic RDP and RRTO platform are the Cloud Delivery. The Platform is based on Amazon AWS, the world class leading Cloud Provider for developers. The RDP and RRTO support output for multiple cloud vendors such as AWS, Azure, GCS, etc. for cloud-native or on-premise integration. The RRTO servers are hosted in multiple location world-wide which lets the application choose the closest server based on their region for full potential.

For further details, please check out the following resources:

• Refinitiv Knowledge Direct API page on the Refinitiv Developers Community web site.
• Refinitiv Knowledge Direct API Catalog web site.
• WebSocket API page on the Refinitiv Developers Community web site.
• Refinitiv Data Platform (RDP) APIs page.
• Refinitiv Data Platform (RDP) APIs Gateway page.

• 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
  • revise README.md to support markdown.
• version 1.0.6: 3 May 2017
  • revise 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.
• version 1.5: July 2019
  • Add TRKD Authentication Jupyter Notebook.
• version 1.5.1: July 2019
  • Add TRKD Interday and Intraday Jupyter Notebooks.
• version 1.5.2: October 2019
  • Update TRKD Interday and Intraday services operations.
• version 1.5.3: May 2020
  • Update RDP and Refinitiv Real-Time - Optimized information.
• version 1.5.4: June 2020
  • Update API name and information.
  • Fix all typo errors
• version 1.5.5: May 2021
  • Re-branding Product names and URLs.
  • add trkd_wsstreaming.py Batch support.