使用 Python 访问路透社数据
我目前正在使用该服务的 COM API 和 win32com 成功下载实时 Bloomberg 市场价格以及历史系列。 有没有人有过将路透社实时数据和历史数据转换为 Python 的经验？
我知道 Excel 中的这两种服务都可以使用实时源，因此路透社也必须有一个我可以访问的 API。 唯一的问题是，虽然 Bloomberg 支持非常出色，并且深入描述了其 API，但对于此类查询，路透社已经两个月没有回复我了！ 相反，继续尝试向我推销他们的电子邮件订阅服务，但这不是我需要的！
无论如何，非常感谢任何帮助。
I am currently successfully downloading live Bloomberg market prices, as well as historical series, using the service's COM API and win32com. Does anyone have any experience doing the same for Reuters live and historical data into Python?
I know that live feeds are available for both services in Excel, so Reuters must also have an API that I can access. Only problem is while Bloomberg support is excellent and describes its API in depth, for this type of query Reuters hasn't been able to get back to me for 2 months! Instead keep trying to sell me their email subscription service which is NOT what I need!!
Anyway rant over any help much appreciated.
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2018 年更新：
汤森路透现在提供带有 Python 包的 Eikon Data API。 请注意，您确实需要桌面许可证才能访问 API。 这些信息/文档可以在开发者门户上找到。
**免责声明：我目前受雇于汤森路透
UPDATE in 2018:
Thomson Reuters now offers the Eikon Data API with a Python package. Please note that you do need a desktop-license to access the API. The information/documentation can be found on the Developer Portal.
**Disclaimer: I am currently employed by Thomson Reuters
查看 http://devcartel.com 他们有 PyRFA——Python 的路透社市场数据 API。
Check out http://devcartel.com they have PyRFA -- Reuters market data API for Python.
我对他们的 API 有一些经验。
路透社在其客户专区网站中也提供了完整的文档。 有关其 API 的更多信息可以在那里找到。 他们提供 Java、C++ 和 COM 版本的 API。 所以我相信 Python 代码有很多与这些互操作的可能性。
查看SFC C++ 时间序列订阅
I have some experience with their APIs.
Reuters also have complete documentations in their Customer Zone Website. More infos on their APIs can be found there. They have their APIs available in Java, C++, and COM. So I believe there are many possibilities for Python code to interop with these.
Take a look at SFC C++ Time Series Subscription
路透社似乎对其金融数据源收费，以下是其产品的概述页面：路透社数据源
Reuters seems to charge for their financial data feeds, here is an overview page of their offerings: Reuters data feeds
有一个 API (SOAP)，它是在 Thomson Reuters Dataworks Enterprise（以前的 Datastream）订阅下提供的。 尽管它不是免费的，并且不随汤森路透 Eikon 一起提供 - 您需要为数据流/存储的许可证支付一些额外费用。
如果您有此订阅，则 pydatastream (https://github.com/vfilimonov/pydatastream) 将允许您可以将数据直接以 pandas.DataFrame 格式（跨平台）获取到 python。
There's an API (SOAP), it is provided under the Thomson Reuters Dataworks Enterprise (former Datastream) subscription. Though it is not free and it does not come with Thomson Reuters Eikon - you'll need to pay some extra for the license of data streaming/storage.
If you have this subscription, then pydatastream (https://github.com/vfilimonov/pydatastream) will allow you to get the data directly to python in pandas.DataFrame format (cross-platform).