Python Interface to the Thomson Reuters Tick History API

**Note: This is fork of the original project in

https://github.com/brotchie/pytrth **

**Note: This Python package is in no way affiliated with Thomson

Reuters or any of its subsidiaries.**

pytrth provides a lite wrapper around the Thomson Reuters Tick History (TRTH) API. A command line tool is provided to assist extraction of options chains.

Thomson Reuters exposes a WSDL service at https://trth-api.thomsonreuters.com/TRTHApi-$VERSION/wsdl/TRTHApi.wsdl where $VERSION is the current API version. pytrth uses the suds package to access this service, wrapping API object in Pythonic object where appropriate. The TRTHApi class in src/api.py wraps this suds interface with an even higher level interface, greatly easing the creation of TRTH API calls.

Install

Installation goes as usual:

$ python setup.py install

Usage

TRTH credentials and details for the FTP local server are read from ~/.trth which should be a YAML file containing the following:

# TRTH credentials: credentials:

username: username password: password

# details for the local FTP server (FTP PUSH method) local_ftp:

username: trth # the ftp username password: testing32 # the password for the ftp server listen_addr: 0.0.0.0 # listen to everything public_ip: 85.114.145.182 # your public IP here port: 2121 # the port where the ftp server listens incoming_dir: /home/faltet/trth/incoming remove_incoming: False # whether an incoming file should be removed after processed hdf5_dir: /home/faltet/trth/hdf5

You can test your credentials for TRTH by requesting the landing speed guide page:

$ pytrth getpage THOMSONREUTERS

If that works, then you are ready for querying TRTH and start populating your own HDF5 files out of the CSV resulting files.

To start with, open a new terminal using tmux or similar so that the session won't die even if the connection is lost and run the FTP handler with:

$ ftp_handler

Then, in another shell (not necessarily under tmux), create a new directory for hosting the downloaded data and execute these actions:

$ mkdir ~/trth
$ cd ~/trth
$ cp -r $PYTRTH_SOURCES/templates/ .
$ cp $PYTRTH_SOURCES/samples/jobPUSH.yaml myjob.yaml

Now, edit 'myjob.yaml' and 'templates/ftpPUSH.yaml' and taylor them to your needs. After that, launch the query with:

$ ftp_push myjob.yaml

That's all. After query completion, the intermediate CSV files will will appear in the incoming directory ('trth/incoming' in our example) and then automagically converted into HDF5 files in the hdf5 directory ('trth/hdf5' in our example). You can submit as many queries as you want; just keep in mind that the ftp_handler service must always be active.

That's all folks! Happy TRTH querying.