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Data Library for Python

Summary

The Refinitiv Data Library for Python provides a set of ease-of-use interfaces offering coders uniform access to the breadth and depth of financial data and services available on the Refinitiv Data Platform. The platform refers to the layer of data services providing streaming and non-streaming content, bulk content and even more, serving different client types from the simple desktop interface to the enterprise application. With the Refinitiv Data Library, the same Python code can be used to retrieve data regardless of which access point you choose to connect to the platform. The series of examples presented in this project demonstrate how to use the Refinitiv Data Library for these different use cases.

The library provides multiple layers of abstraction allowing for different styles and programming technics suitable for all developers, from financial coders to seasoned developers:

  • The Access layer is the easiest way to get Refinitiv data. It provides simple interfaces allowing you to quickly prototype solutions in interactive environments such as Jupyter Notebooks. It was designed for quick experimentation with our data and for the specific needs of financial coders.
  • The Content layer is the foundation of the Access layer. It provides developers with interfaces suitable for more advanced use cases (synchronous function calls, async/await, event driven). The Content layer refers to logical market data objects such as market data prices and quotes, fundamental & reference data, historical data, company research data and so on.
  • The Delivery layer is a lower abstraction layer that allows your applications to retrieve data using the service agnostic delivery mechanisms defined by the Refinitiv Data Platform. The Delivery layer is a foundational component of the Content layer.
  • The Session layer defines interfaces allowing your application to connect to the Refinitiv Data Platform via its various access points (either via a direct connection, via Eikon, via the Refinitiv Workspace, via CodeBook or even via a local Real-Time Distribution System).

The organisation of this section is based on these layers so that you can quickly find the examples that best suit your specific use case.

Learn more

To learn more about the Refinitiv Data Library for Python simply log into the Refinitiv Developer Community. By registering and logging in to the Refinitiv Developer Community portal you will have free access to a number of learning materials such as Quick Start guides, Tutorials, Documentation and much more.Ò

Help and Support

If you have any questions regarding using the API, please post them on the Refinitiv Data Q&A Forum. The Refinitiv Developer Community will be very pleased to help you.