Refinitiv Data Python Cookbook

Handing sessions with a context manager

By default, the Refinitiv Data Library for Python expects you to open and close a session manually, typically done with the open_session and close_session functions.

This can lead to problems if you forget to close your session, and it can require you to write more code than you might like.

That can be avoided by using a context manager. Context managers allow you to create a block of code that is executed when you enter and exit a with statement. A common example from Python’s standard library is opening and closing a file like so:

with open("my_file.txt", "w") as f:
    f.write("Hello, world!")

Here’s how to create a custom context manager that will open and close a Refinitiv Data Library for Python session:

from contextlib import contextmanager

import refinitiv.data as rd


@contextmanager
def rd_session():
    """Context manager for handling a Refinitiv Data Library for Python session."""
    try:
        # Create a session and return it
        rd.open_session()
        yield
    finally:
        # Close the session
        rd.close_session()

Once that’s been introduced to your code, you can open a session by running the following code:

with rd_session():
    # Do whatever you want to do your `rd` session in the indent ...
    pass

/home/runner/.local/share/virtualenvs/refinitiv-data-python-cookbook-I-HIyNf4/lib/python3.10/site-packages/refinitiv/data/_access_layer/session.py:71:FutureWarning: 
You open a platform session using the default value of the signon_control parameter (signon_control=True).
In future library version v2.0, this default will be changed to False.
If you want to keep the same behavior as today, you will need to set the signon_control parameter to True either in the library configuration file
({'sessions':{'platform':{'your_session_name':{'signon_control':true}}}}) or in your code where you create the Platform Session.
These alternative options are already supported in the current version of the library.

Once the indent is removed, the session will be closed automatically. Here’s how you could use it to get the current price of Thomson Reuters stock:

with rd_session():
    df = rd.get_history('TRI.N')

df.head(5)

/home/runner/.local/share/virtualenvs/refinitiv-data-python-cookbook-I-HIyNf4/lib/python3.10/site-packages/refinitiv/data/_tools/_dataframe.py:177:FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version. Call result.infer_objects(copy=False) instead. To opt-in to the future behavior, set `pd.set_option('future.no_silent_downcasting', True)`

TRI.N	TRDPRC_1	HIGH_1	LOW_1	ACVOL_UNS	OPEN_PRC	BID	ASK	TRNOVR_UNS	VWAP	BLKCOUNT	BLKVOLUM	NUM_MOVES	TRD_STATUS	SALTIM
Date
2024-07-03	168.4	170.29	168.4	55852	168.4	168.4	168.5	9439595	169.0109	<NA>	<NA>	955	1	75600
2024-07-05	169.22	169.7	167.58	88376	169.7	169.12	169.13	14913500	168.7506	1	18545	1108	1	72600
2024-07-08	167.87	169.58	166.91	83826	169.58	167.87	167.97	14066352	167.8042	1	16245	1113	1	72600
2024-07-09	167.02	168.78	166.9	82874	168.01	167.07	167.12	13865832	167.3122	1	18381	1033	1	72600
2024-07-10	167.69	167.99	166.94	97018	167.07	167.58	167.69	16262454	167.6231	1	13290	1432	1	72600