How to capture failed subscriptions in the refinitiv.data python apis?

adanburg

I'm using the python refinitiv.data apis to gather snapshot data. This program is run for hundreds or maybe thousands of rics and there are often some sort of errors with some of the rics (record cannot be found, record not permissioned, etc). I have not been able to find a way to capture these errors programmatically, and I've tried numerous things (the relevant code is below). If I test the failed rics in Eikon they raise an error directly, but with the code below they simply return NA for all fields, rather than an error message and I can't tell what is a real NA and what is an NA due to some failed permission. The only way I have found to get the errors is to set debug on and troll the log after the fact. This seems a bit silly - for one, debug produces *tons* of messages, and for two it seems round-about to have to write some script to scrape the log and then match it back up to what I requested. Is there any way to gather error messages directly in the program itself?

def showerror(error, stream):
    print('Got error: {}',format(error))

import refinitiv.data as rd
rd.open_session('XXX')

stream = rd.content.pricing.Definition(
    universe = ['1US1225J3'],  # this is an expired contract
    fields = ['DSPLY_NAME', 'PROD_PERM', 'RECORDTYPE', 'RDN_EXCHID', 'RDN_EXCHD2', 'CLSEXID', 'STATE']
).get_stream()

stream.on_error(showerror)
res = stream.get_snapshot()
res
InstrumentDSPLY_NAMEPROD_PERMRECORDTYPERDN_EXCHIDRDN_EXCHD2CLSEXIDSTATE
01US1225J3<NA><NA><NA><NA><NA><NA><NA>

In the above, the showerror call appears to do nothing (or is never called) and STATE is NA but I can see this in the log:

'State': {'Stream': 'Closed', 'Data': 'Suspect', 'Code': 'NotFound', 'Text': 'The record could not be found'}}

Its the log message that I want to be able to capture directly in code. Thanks!

Jirapongse

@adanburg

Thank you for reaching out to us.

You need to use the on_status callback method, as shown below.

def on_status(status, ric, stream):
    print(" Receive status [{}] : {}".format(ric, status))


def showerror(error, stream):
    print('Got error: {}',format(error))


stream = rd.content.pricing.Definition(
    universe = ['1US1225J3'],  # this is an expired contract
    fields = ['DSPLY_NAME', 'PROD_PERM', 'RECORDTYPE', 'RDN_EXCHID', 'RDN_EXCHD2', 'CLSEXID', 'STATE']
).get_stream()
stream.on_error(showerror)
stream.on_status(on_status)
stream.open(with_updates = False)


res = stream.get_snapshot()
res

You will get the following error in the on_status function.

Receive status [1US1225J3] : {'ID': 5, 'Type': 'Status', 'Key': {'Service': 'IDN_RDFNTS_CF', 'Name': '1US1225J3'}, 'State': {'Stream': 'Closed', 'Data': 'Suspect', 'Code': 'NotFound', 'Text': 'The record could not be found'}}