I am currently successfully downloading live Bloomberg market prices, as well as historical series, using the service's COM API and win32com. Does anyone have any experience doing the same for Reuters live and historical data into Python?
I know that live feeds are available for both services in Excel, so Reuters must also have an API that I can access. Only problem is while Bloomberg support is excellent and describes its API in depth, for this type of query Reuters hasn't been able to get back to me for 2 months! Instead keep trying to sell me their email subscription service which is NOT what I need!!
Anyway rant over any help much appreciated.
UPDATE in 2018:
Thomson Reuters now offers the Eikon Data API with a Python package. Please note that you do need a desktop-license to access the API. The information/documentation can be found on the Developer Portal.
**Disclaimer: I am currently employed by Thomson Reuters