Get streaming data from Refinitiv

High-level function to create and configure a streaming data connection. This function provides a simple interface for real-time market data streaming with event-driven callbacks.

Usage

rd_get_streaming_data(
  universe,
  fields,
  on_refresh = NULL,
  on_update = NULL,
  on_error = NULL,
  RDObject = NULL,
  stream_type = "pricing",
  domain = "MarketPrice",
  parameters = NULL
)

Arguments

universe

Character vector of instrument RICs to stream

fields

Character vector of field names to retrieve

on_refresh

Optional function to call on refresh events. Function signature: `function(stream, instrument, fields)`

on_update

Optional function to call on update events. Function signature: `function(stream, instrument, fields)`

on_error

Optional function to call on error events. Function signature: `function(stream, error_message)`

RDObject

Optional RD connection object (uses active session if not provided)

stream_type

Type of stream ("pricing" or "analytics", default: "pricing")

domain

Domain for OMM streams (default: "MarketPrice")

parameters

Optional parameters list

Value

Stream object with methods: - `open()` - Start streaming - `close()` - Stop streaming - `on_refresh(callback)` - Register refresh callback - `on_update(callback)` - Register update callback - `on_error(callback)` - Register error callback - `get_latest_data(instrument)` - Get current snapshot - `get_data_history()` - Get buffered historical data - `plot_live(field, instrument, ...)` - Create live Shiny plot - `get_summary(instrument)` - Get summary statistics - `clear_history()` - Clear data history buffer - `is_open()` - Check if stream is open

Examples

if (FALSE) { # \dontrun{
# Simple usage with callbacks
stream <- rd_get_streaming_data(
  universe = c("EUR=", "GBP=", "JPY="),
  fields = c("BID", "ASK", "DSPLY_NAME"),
  on_update = function(stream, instrument, fields) {
    cat("Update for", instrument, ":\n")
    print(fields)
  }
)

# Start streaming
stream$open()

# Later: stop streaming
stream$close()
} # }

if (FALSE) { # \dontrun{
# With session integration
RD <- RDConnect(application_id = "your_key")
stream <- rd_get_streaming_data(
  universe = "AAPL.O",
  fields = c("BID", "ASK"),
  RDObject = RD
)
stream$open()
} # }

if (FALSE) { # \dontrun{
# Live plotting
stream <- rd_get_streaming_data(
  universe = "EUR=",
  fields = c("BID", "ASK")
)
stream$open()

# Create and run live plot
app <- stream$plot_live(field = "BID")
shiny::runApp(app)  # Opens in browser
} # }

if (FALSE) { # \dontrun{
# Get summary statistics
stream <- rd_get_streaming_data(
  universe = c("EUR=", "GBP="),
  fields = c("BID", "ASK")
)
stream$open()
Sys.sleep(10)  # Collect some data
summary <- stream$get_summary()
print(summary)
} # }