TRKD Client
REST Client for Thomson Reuters Knowledge Direct (TRKD) API
Installation
Requires module support
$ npm install @equitysim/trkd-client --save
Usage
import TRKDClient from '@equitysim/trkd-client'
TRKDClient.init({
application: TRKD_APP,
username: TRKD_USER,
password: TRKD_PASS
})
const trkdClient = new TRKDClient()
trkdClient.quotes.retrieveItem('AAPL.O').then(quote => {
console.log(quote)
})
Catalog
The trkdClient object shape is modeled after the TRKD catalog with method names matching those within TRKD.
Fundamentals
trkdClient.fundamentals.getSnapshotReports(companyId, companyIdType = 'RIC')
Quotes
trkdClient.quotes.retrieveItem(ric, fields = null)
Search
trkdClient.search.all(queries = Query.all, filters = {}, header = Query.header)
trkdClient.search.derivativeQuote(queries = Query.derivativeQuote, filters = {}, header = Query.header)
trkdClient.search.equityQuote(queries = Query.equityQuote, filters = {}, header = Query.header)
trkdClient.search.fundQuote(queries = Query.fundQuote, filters = {}, header = Query.header)
trkdClient.search.governmentAndCorporateBondInstruments(queries = Query.bondInstrument, filters = {}, header = Query.header)
Street Events
trkdClient.streetEvents.getEventHeadlines(eventType, startDate, endDate)
trkdClient.streetEvents.getEvent(eventId)
Time Series
trkdClient.timeseries.getIntraday(ric, startTime, endTime, interval)
trkdClient.timeseries.getInterday(ric, startTime, endTime, interval)
trkdClient.timeseries.getExchangeData(ric)
trkdClient.timeseries.getTimezone()
Search Queries and Filters
Values may be booleans, strings, or objects. Booleans and strings are constructed into appropriate query objects, whereas objects are passed in as is.
Examples:
{
AssetCategory: true
}
becomes:
{
AssetCategory: {
Include: true
}
}
{
ExchangeCode: 'NSQ'
}
becomes:
{
ExchangeCode: {
Include: true,
StringValue: [{
Value: 'NSQ'
}]
}
}
{
ExchangeCode: '!NSQ'
}
becomes:
{
ExchangeCode: {
Include: true,
StringValue: [{
Value: 'NSQ',
Negated: true
}]
}
}
{
MaturityDate: {
Include: true,
DateValue: [{
Expression: 'GreaterThan',
Value: new Date()
}]
}
}
has no change
Init Options
Name | Default | type | Notes |
---|
application | null | string | trkd provided |
username | null | string | trkd provided |
password | null | string | trkd provided |
redisConnection | null | object | redis or ioredis connection |
format | true | boolean | format responses into proper json |
Caching and Limiting
A redis connection may be passed in the init options. Currently a redis or ioredis may be used.
To be used you must set the expiration times (in seconds) per method or group as well.
TRKDClient.expiration.quotes.retrieveItem = 5
TRKDClient.expiration.timeSeries = {
getIntraday: 60, // one minute
getInterday: 60 * 60 * 24, // one day
getExchangeData: 60 * 60 * 24 * 7, // one week
getTimezone: 60 * 60 * 24 * 30, // one month
}
TR has rate limits on every route. It is recommended to use a rate limiter like bottleneck.
Contributing
Contributions are very welcome and encouraged! Currently the client is very focused on EquitySim use case, but we are more than happy to expand on it.
To get started be sure you have node v10+ (12 LTS is recommended)
$ git clone https://github.com/equitysim/trkd-client.git
$ cd ./trkd-client
$ npm install
Submit Pull Requests or any Issues on Github.
Cheers!