Hello. I've recently been looking at implementing the Refinitiv Data Library in existing code over the eikon library. I've found that when large universes are specified, the refinitiv data library performs significantly worse than the eikon library. Following some testing some strange results were found. For example:
When using the chain operator, the RD library performs better as expected. When requesting a large list of RICS, eikon performs better. If you pass these individually instead, RD once again performs significantly better. This has lead to some previously functioning code timing out, so what is the best way to deal with this. I don't know if this is expected, so what is the best way to handle requesting data for a large number of instruments. Thank you in advance.