Hi,
I'm trying to retrieve equity options prices using the refinitiv.data library in Python. As an example, I'm attempting to retrieve equity options prices for NASDAQ (0#NDX*.U) as of 28/06/2024.
I have split the total options RICs (around 5,000 RICs) into 8 buckets of 700 RICs each. I have also added a short delay of 0.15 seconds between each request.
This works well almost every time, except sometimes the request will freeze on a list of buckets to request for about 45 minutes or more and then raise the following error:
"An error occurred on run N°1: Error code -1 | Asynchronous Query library internal error. Requested universes: ['/NDXl2024B1575.U', '/NDXx2024B1575.U', '/NDXl2024B1600.U', '/NDXx2024B1600.U', [..] '/NDXa1725A8300.U', '/NDXm1725A8300.U', '/NDXa1725A8325.U', '/NDXm1725A8325.U']. Requested fields: ['TR.BIDPRICE', 'TR.ASKPRICE', 'TR.SETTLEMENTPRICE', 'TR.MIDPRICE', 'TR.IMPLIEDVOLATILITY']"
Below is the code I'm using (with a for loop on each RIC bucket):
response = rd.get_history(universe=ric_list, fields=fields_names_prices, start=Start, end=End, interval="1D")
fields_names_prices = ["TR.BIDPRICE", "TR.ASKPRICE", "TR.SETTLEMENTPRICE", "TR.MIDPRICE", "TR.IMPLIEDVOLATILITY"]
Could you please help me understand this error?
Many thanks,
