Thank you for reaching out to us.
I tested it and found that it can return more than 5K rows of data. For example:
syntax = [ 'SCREEN(', 'IN(TR.ExchangeCountryCode,"US"),', 'CURN=USD)'] fields = [ "TR.CommonName", "TR.ExchangeCountry", "TR.CompanyMarketCap(Scale=8)"] df = rd.get_data("".join(syntax), fields) df
However, the request can be timeout by the server if it takes a lot of time to extract data.