Note: This Python package is out of date. The crew at ContinuumIO have put a lot of effort into maintaining their own fork, I'd recommend using their version at https://github.com/ContinuumIO/pytrth.

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.

Usage

TRTH credentials are read from ~/.trth which should be a YAML file containing the following:

credentials:
  username: *username*
  password: *password*

You can test your connection to TRTH by requesting the landing speed guide page:

pytrth getpage THOMSONREUTERS