Requesting large amount of data

matej_5873
Newcomer
I am using Eikon API to get daily data on an index constituents over a large period of time (10-20 years), but I keep receiving "Backend error. 400 Bad Request". I think it might be because of a request limit, since the code works smoothly for small data ranges. This is the part of code where it fails:
RIC = '.OEX'
def get_tickers_by_date(RIC, date):
data, _ = ek.get_data(f"0#{RIC}({date})", ["TR.CompanyName"])
all_tickers = list(data.Instrument)
return all_tickers
#start and end date
start_date = str(20100101)
end_date = str(20230531)
dates = [str(i).split(' ')[0] for i in pd.date_range(start_date, end_date)]
all_data = {}
for i, date in enumerate(dates):
all_data[date] = get_tickers_by_date(RIC, date)
if i % 100 == 0:
print(f"Processed date {date}, iteration {i}")
Is there a more efficient way of getting the desired data over a long data range?
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0
Best Answer
-
Hi @matej_5873 ,
That is perhaps related to the API overload. My colleague @jason.ramchandani01 is suggesting a workflow to overcome the issue in this thread. You may want to have a look and see if that can be applied to your case.
Best regards,
Haykaz
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