Skip to content

To connect to Refinitiv Datascope via REST API, and download new foreign exchange transactions and orderbook data

chaihx90/Refinitive-Data-API-Download

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

12 Commits
 
 
 
 
 
 

Repository files navigation

Download of daily foreign exchange transaction and orderbook data from Refinitiv (REST API)

----- DESCRIPTION -----
The Python code connects to Refinitiv via API, downloads any data that is not currently found in the existing database, and adds the newly downloaded data into the database.

Important: You would need a Refinitiv Datascope account username and password for the code to work. Key in your credentials into "daily_extract_github.py".

----- INSTALLATION -----

  1. Ensure python 3.7.X is available on your local machine. It can be installed from python.org. You may desire to create a virtual environment for this project so that python packages installed in the next step do not conflict with other projects.

  2. Open a new terminal/command line session.

  3. Install necessary python packages. This can be done by referencing the requirements file "requirements.txt ". The command is "pip install -r requirements.txt"

  4. Finally, to manually download the data, you can double-click "daily_extract_github.py".

----- AUTOMATATION -----
You can further automate the download, by creating a .BAT file and schedule periodic runs of the .BAT file on a scheduler (e.g. Task Scheduler on Windows). A sample (Run_Python_Script.bat) is provided.

About

To connect to Refinitiv Datascope via REST API, and download new foreign exchange transactions and orderbook data

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published