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"Reuters" (Service Connection)

This service connection requires Wolfram Finance Platform »
Connect your Reuters account to the Wolfram Language to analyze market data.
Support for this service is provided in Wolfram Finance Platform.

Connecting & Authenticating

ServiceConnect["Reuters",ConnectionSettingsassoc] creates a connection to the Reuters Elektron API.

Entity Lookup

Entity["Reuters","entity"]["property"] gets the property "property" for Reuters entity "entity".

Requests

ServiceExecute["Reuters","request",params] sends a request to the Reuters Elektron API, using parameters params. The following give possible requests.

Fields

Requests:

"Fields" — look up valid fields supported by Reuters Elektron service

Market Data

Requests:

"MarketPrice" — look up information on Reuters service

Parameters:
  • "Instrument"instrument nameReuter Instrument Code (RIC)
    "Properties"list of propertiesReuters properties

    • Entity Lookup

    Create a new connection:

    Wolfram Language code: reuters = ServiceConnect[ "Reuters", ConnectionSettings -> <| "Host" -> "192.168.107.132", "Interface" -> "192.168.10.2", "Username" -> "Username", "Position" -> "192.168.10.2/net" |> ]
    Look up the trade price for Reuters Instrument Code (RIC) VOD.L:
    Wolfram Language code: Entity["Reuters", "ULVR.L"]["TRDPRC_1"]
    Look up multiple properties for the instrument BP.L:
    Wolfram Language code: EntityValue[Entity["Reuters", "BP.L"], {EntityProperty["Reuters", "ASK"], EntityProperty["Reuters", "TRDPRC_1"], EntityProperty["Reuters", "TRDTIM_1"]}]
    Use the "PropertyAssociation" annotation to get an association:
    Wolfram Language code: EntityValue[Entity["Reuters", "BP.L"], {EntityProperty["Reuters", "ASK"], EntityProperty["Reuters", "TRDPRC_1"], EntityProperty["Reuters", "TRDTIM_1"]}, "PropertyAssociation"]
    Look up values for multiple entities and entity properties:
    Wolfram Language code: EntityValue[{Entity["Reuters", "BP.L"], Entity["Reuters", "VOD.L"]}, {EntityProperty["Reuters", "ASK"], EntityProperty["Reuters", "TRDPRC_1"], EntityProperty["Reuters", "TRDTIM_1"]}, "EntityPropertyAssociation"]

    Service Submit

    Create a connection:

    Wolfram Language code: reuters = ServiceConnect[ "Reuters", ConnectionSettings -> <| "Host" -> "192.168.107.132", "Interface" -> "192.168.10.2", "Username" -> "Username", "Position" -> "192.168.10.2/net" |> ]

    Deploy a continuous task to view real-time updates:

    Wolfram Language code: request = ServiceRequest[ <| "Service" -> reuters, "Request" -> "MarketPrice", "Parameters" -> <|"Instruments" -> {"GBPCHF="}, "Properties" -> {"BID", "ASK", "QUOTIM_MS"}|> |> ]
    Wolfram Language code: task = ServiceSubmit[ContinuousTask[request], HandlerFunctions -> <|"MarketPrice" -> ((res = #)&)|>]
    Wolfram Language code: Dynamic[res["Data"]]
    Wolfram Language code: TaskRemove[task]