Documentation

Datafeed Toolbox Functions

Bloomberg

blp Bloomberg Desktop connection V3
blpsrv Bloomberg Server connection V3
bpipe Bloomberg B-PIPE connection V3
bdl Bloomberg Data License connection
category Field category search for Bloomberg connection V3
dir Current Bloomberg Data License connection folder listing
eqs Return equity screening data from Bloomberg connection V3
fieldinfo Field information for Bloomberg connection V3
fieldsearch Field search for Bloomberg connection V3
get Properties of Bloomberg connection V3
getbulkdata Bulk data with header information for Bloomberg connection V3
getdata Current data for Bloomberg connection V3
history Historical data for Bloomberg connection V3
isconnection Determine Bloomberg connection V3
lookup Lookup to find information about securities for Bloomberg connection V3
realtime Real-time data for Bloomberg connection V3
stop Unsubscribe real-time requests for Bloomberg connection V3
tahistory Return historical technical analysis from Bloomberg connection V3
timeseries Intraday tick data for Bloomberg connection V3
close Close Bloomberg connection V3

FactSet

factset Establish connection to FactSet data
fetch Request data from FactSet
get Retrieve properties of FactSet connection object
isconnection Determine if connections to FactSet are valid
close Close connection to FactSet
fds Create FactSet Data Server connection
realtime Obtain real-time data from FactSet Data Server
stop Cancel real-time request
close Disconnect from FactSet Data Server

Thomson Reuters

Datastream

datastream Establish connections to Thomson Reuters Datastream API
fetch Request data from Thomson Reuters Datastream data servers
get Retrieve properties of Thomson Reuters Datastream connection objects
isconnection Determine if connections to Thomson Reuters Datastream data servers are valid
close Close connections to Thomson Reuters Datastream data servers

Reuters Market Data System (RMDS)

reuters Create Reuters sessions
fetch Request data from Reuters data servers
get Retrieve properties of Reuters session objects
history Request data from Reuters Time Series One
stop Unsubscribe securities
close Release connections to Reuters data servers
rmdsconfig Reuters Market Data System (RMDS) configuration editor
addric Create Reuters Instrument Code
contrib Contribute data to Reuters data feed
deleteric Delete Reuters Instrument Code

Thomson Reuters Eikon

treikon Thomson Reuters Eikon connection
getdata Retrieve current market data from Thomson Reuters Eikon
history Retrieve historical data from Thomson Reuters Eikon
realtime Retrieve real-time data from Thomson Reuters Eikon
start Start Thomson Reuters Eikon real-time data retrieval
stop Stop Thomson Reuters Eikon real-time data retrieval
chain Retrieve chain data from Thomson Reuters Eikon

Thomson Reuters NewsScope

rnseloader Retrieve data from Reuters Newscope sentiment archive file

Thomson Reuters Tick History

rdth Connect to Thomson Reuters Tick History
fetch Request Thomson Reuters Tick History data
get Get Thomson Reuters Tick History connection properties
isconnection Determine if Thomson Reuters Tick History connections are valid
status Status of FTP request for Thomson Reuters Tick History data
submitftp Submit FTP request for Thomson Reuters Tick History data
rdthloader Retrieve data from Thomson Reuters Tick History file
close Close Thomson Reuters Tick History connection

Other Service Providers

eSignal

esig eSignal Desktop API connection
getdata Current eSignal data
getfundamentaldata Current eSignal fundamental data
history eSignal historical data
timeseries eSignal intraday tick data
close Close eSignal connection

FRED

fred Connect to FRED data servers
fetch Request data from FRED data servers
get Retrieve properties of FRED connection objects
isconnection Determine if connections to FRED data servers are valid
close Close connections to FRED data servers

Haver Analytics

haver Connect to local Haver Analytics database
aggregation Set Haver Analytics aggregation mode
fetch Request data from Haver Analytics database
get Retrieve properties from Haver Analytics connection objects
info Retrieve information about Haver Analytics variables
isconnection Determine if connections to Haver Analytics data servers are valid
nextinfo Retrieve information about next Haver Analytics variable
close Close Haver Analytics database
havertool Run Haver Analytics graphical user interface (GUI)

Interactive Data

idc Connect to Interactive Data data servers
fetch Request data from Interactive Data data servers
get Retrieve properties of Interactive Data connection objects
isconnection Determine if connections to Interactive Data data servers are valid
close Close connections to Interactive Data data servers

IQFEED

iqf IQFEED Desktop API connection
history IQFEED asynchronous historical end-of-period data
news IQFEED asynchronous news data
realtime IQFEED asynchronous level 1 data
marketdepth IQFEED asynchronous level 2 data
timeseries IQFEED asynchronous historical end-of-period data
close Close IQFEED ports

Kx Systems, Inc.

kx Connect to Kx Systems, Inc. kdb+ databases
exec Run Kx Systems, Inc. kdb+ commands
fetch Request data from Kx Systems, Inc. kdb+ databases
get Retrieve Kx Systems, Inc. kdb+ connection object properties
insert Write data to Kx Systems, Inc. kdb+ databases
isconnection Determine if connections to Kx Systems, Inc. kdb+ databases are valid
tables Retrieve table names from Kx Systems, Inc. kdb+ databases
close Close connections to Kx Systems, Inc. kdb+ databases

SIX Financial Information

tlkrs SIX Financial Information connection
getdata Current SIX Financial Information data
history End of day SIX Financial Information data
isconnection Determine if SIX Financial Information connection is valid
timeseries SIX Financial Information intraday tick data
tkfieldtoid SIX Financial Information field names to identification string
tkidtofield SIX Financial Information identification string to field name
close Close connection to SIX Financial Information

Yahoo!

yahoo Connect to Yahoo! Finance
builduniverse Retrieve total return price data from Yahoo!
fetch Request data from Yahoo! Finance
get Retrieve properties of Yahoo! connection objects
isconnection Determine if connections to Yahoo! Finance are valid
trpdata Total return price series data
close Close connections to Yahoo! Finance
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