@equitysim/trkd-client v0.2.26

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

Formatting

The SOAP responses from TR are formatted to proper JSON by default, however you can override this behaviour per instance with

const tkrClient = new TRKDClient({format: false})

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!