My question relates to the Eikon API in python

I have a combination of RIC and a timestamps called let's say 'time' from 2024-05-27 to 2024-06-07. The combination represent trades for which I want to pulled data.

I tried using the get_history() function from the RD library and find historic BID and ASK prices at 1 minutes interval.
Since I have close to 10K unique RIC for which want historic prices, I tried to divide those 10K into chunks of 50 and make a request for each individual chunk.

Best Answer

  • aramyan.h
    aramyan.h admin
    Answer ✓

    Hi @sajid.i ,


    The workflow you are describing above seems logical, I would say you can increase also the chunk size up to 500 for your request. Are there any challenges you are facing while doing it?


    Best regards,

    Haykaz

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