Hello - I need to download historic yields for bonds -- and the size of the download would be too big for Excel. When I increase the size of the download, I get errors, usually this one: "RDError: Error code 429 | Too many requests, please try again later." I've also just had timeouts or it returns empty data frames. Below is my code. I have tried to break the downloads into more loops to shrink the size, but that doesn't help and it seems that the download sizes are about what I could get throug the Excel add-in instead of the Python data api anyway. How can I fix my code?
import refinitiv.data as rd
import pandas as pd
from datetime import date
from dateutil.relativedelta import relativedelta
import os
type = ["GOVT","CORP"]
mths_back = (2024-2016)*12
enddate = date.today()
startdate = enddate - relativedelta(months=mths_back)
interval_on_lookback = '1W'
fields_TS = ['B_YLD_1','OAS_BID','AST_SWPSPD']
rd.open_session()
df_RIC = rd.discovery.search(
view = rd.discovery.Views.GOV_CORP_INSTRUMENTS,
top = 10000,
filter = f"((DbType eq '{type[1]}') and (RCSBondGradeLeaf eq 'Investment Grade' or RCSBondGradeLeaf eq 'High Yield') and IsConvertible eq false and MaturityDate ge {startdate} and MaturityDate le {enddate} and (((SPsRatingsScope((RatingType eq 'S&P') and (CurrentRatingRank ge 15) and (CurrentRatingRank le 24))) or (RatingsScope((RatingType eq 'MDY') and (CurrentRatingRank ge 8) and (CurrentRatingRank le 17))) or (RatingsScope((RatingType eq 'FTC') and (CurrentRatingRank ge 9) and (CurrentRatingRank le 18)))) and (not (OfferingTypeDescription xeq 'Private placement-144A') and not (OfferingTypeDescription xeq 'Private placement-144A with reg rights') and not (OfferingTypeDescription xeq 'Private placement-144A no reg rights') and not (OfferingTypeDescription xeq 'Private placement-144A - Exchange Offer') and not (OfferingTypeDescription xeq 'Private place-144A Exch Offer with reg') and not (OfferingTypeDescription xeq 'Regulation S/Private placement-144A') and not (OfferingTypeDescription xeq 'Private placement-144A Exch Offer no reg') and not (OfferingTypeDescription xeq 'Private placement-144A - Section 3(c)(7)')) and RCSCurrency in ('C:6' 'C:3' 'C:4')))",
select = "RIC",
order_by = "RIC"
)
RICs=df_RIC['RIC'].to_list()
RICs = [x for x in RICs if isinstance(x, str)]
RICs = list(set(RICs))
RICs = sorted(RICs)
df1 =[]
for i in range(len(fields_TS)):
df0 = rd.get_history(
RICs,
start = startdate,
end = enddate,
fields = fields_TS[i],
interval = interval_on_lookback
)
df0['interval'] = interval_on_lookback
df0['field'] = fields_TS[i]
df1 = df1.append(df0)
rd.close_session()
df1
