Throttling API requests using refinitiv.data

Francesco.De.Venuto

Hi All,

I am trying to extract prices using the following screept.

import refinitiv.data as rd

rd.get_history(

list_RIC,

fields=['BID','HIGH_1', 'LOW_1','MID_PRICE','ASK','ASK_HIGH_1', 'ASK_LOW_1'],

start = '2022-12-31',

end = '2023-06-30',

interval="daily"

)

The language used is Python.

the library is refinitiv-data 1.4.0

I have a list of about four thousand RICs.

However, when I run it I get blocked, surely I exceed the limits allowed by the API, but I can't figure out what they are.

Do you have an idea to handle this and avoid getting stuck every time?

Thanks

Jirapongse

@Francesco.De.Venuto

Typically, the error 429 indicates that the application exceeds the request limit of the endpoint. For example, the interday-summaries endpoint limits 50 outstanding requests at a time and 50 requests allowed in one second.

You may split four thousand RICs to multiple requests.

Otherwise. you can enable logging in the API to verify what the problem is. Add the following configuration to the RD configuration file (refinitiv-data.config.json).

{   
  "logs": {
    "level": "debug",
    "transports": {
      "console": {
        "enabled": false
      },
      "file": {
        "enabled": true,
        "name": "refinitiv-data-lib.log"
      }
    }
...
}

The refinitiv-data-lib.log file will created in the current directory.

Please refer to the example on GitHub how to load the configuration file. For example:

import os
os.environ["RD_LIB_CONFIG_PATH"] = "../../Configuration"