The rate limits for LSEG Workspace are based on current limit policies outline within the details found here. These limits may be different that what was available within Eikon. You will need to discuss these details with your LSEG account manager.
Regarding the requests that take very long, this will depend on the amount of data and the complexity of your request. Given there is no code examples presented here, it is difficult to confirm. The amount of time is usually, and typically, a result of processing in the backend as opposed to the .Net Library itself. It's best to provide code samples that take 15 minutes so we can break it down to better understand where and why the request takes so long.
Without specific examples, we can't help decipher expectations of HistoricalPricing vs FundamentalAndReference matching. There may be logical explanations for the differences - which would better be explained by a content specialist.
Question on clients API
Raising this question on behalf of a user:
Recently we migrated to Refinitiv Data Platform .Net from Eikon Data API and we are using Desktop sessions. After this migration we started seeing following issues:
- Receiving rate limit errors: Now Rate limit is set to 10000. Earlier there were no limit when we were using Eikon Desktop. How this Rate limit works? Sometimes there are multiple hits gets consumed for a single request. Is rate limit works differently for FundamentalAndReference, and HistoricalPricing APIs?
- There are some requests which gets response within 10-15 seconds and some are taking even more than 15 minutes.
- We are not able to match historic prices for few securities with HistoricalPricing and FundamentalAndReference.
Appreciate your advice and insights.
Answers
-
The rate limits for LSEG Workspace are based on current limit policies outline within the details found here. These limits may be different that what was available within Eikon. You will need to discuss these details with your LSEG account manager.
Regarding the requests that take very long, this will depend on the amount of data and the complexity of your request. Given there is no code examples presented here, it is difficult to confirm. The amount of time is usually, and typically, a result of processing in the backend as opposed to the .Net Library itself. It's best to provide code samples that take 15 minutes so we can break it down to better understand where and why the request takes so long.
Without specific examples, we can't help decipher expectations of HistoricalPricing vs FundamentalAndReference matching. There may be logical explanations for the differences - which would better be explained by a content specialist.
2 -
Hi @nick.zincone
Thank you for your response.
Please find below further information from user when we requested the code samples he is using:
***********Please see attached file for the extracted methods from our code which we are using to fetch prices. One of them is using HistoricalPricing API (FetchHistoricalPricing_TimeSeries) and other one is using FundamentalAndReferance API (FetchHistoricalPricing_FundamentalAndReference).
Below is the sample securities and fields which we fetched:
Securities: O3Z4,JO3H5,JO3M5,JO3U5,JO3Z5,JO3H6,ALSIH5,ARH5,FDXH5,FSTEH5,STXXH5,DXH5,DXM5,DXZ5,MFSH5,MEMH5,FGBSH5,FGBMH5,EZH5,RHH5,FCNKH5,FCSKH5,FCNSH5,FBONH5,FBTPH5,FBTSH5,FGBLH5,FOATH5,FESAH5,FEBDZ5,FEBDZ6,FESIH5,STXEH5,FEXDZ5,FEXDZ6,FEXDZ7,FEXDZ8,FEXDZ9,FEXDZ0,FVSF5,FVSG5,FVSH5,FESBH5,FESCH5,FESDH5,FESTH5,FGBXH5,FXXPH5,FSTFH5,FSTSH5,FSTBH5,FSEGH5,FSTHH5,FSTIH5,FESHH5,FSTYH5,FSTTH5,FSTUH5,FSTCH5,FSTLH25,FSTRH5,FLCPH5,FMCPH5,PKCH5,HCEIH5,HCEIF5,HSIH5,HSIF5,HSIG5,HCUSH5,HCUSM5,JGBH5,JN4FH5,CORN5,KRWF5,KRWG5,10TBH5,KTBH5,KQ150H5,KSH5,IPCH5,IFSH5,IFMH5,ALMIH5,FDXMH5,HMCEF5,HMHF5,MKS2G5,ZZH25,FMWOH5,JNH5,ZJCH5,OMXS30H5,OMXS30F5,OMXS30G5,JNMH5,JNIH5,WEAH5,FSTOH5,FSTGH5
Fields: ASK, BID, CLOSE
0 -
What I need is a single example that includes the .Net code and what the specific issue is with the request. For example, for points 2 and 3 above, provide an example that takes up to 15 minutes and also include the code that requests for data and where the mismatch is in the output.
0 -
Hi @nick.zincone,
from clients update:
2. There are some requests which gets response within 10-15 seconds and some are taking even more than 15 minutes.
There is no specific request which always takes time so cannot share the sample for this. You can refer the .Net code attached (ReutersFetching.txt).
3. We are not able to match historic prices for few securities with HistoricalPricing and FundamentalAndReference.
We are getting different prices for 12/31/2024 from HistoricalPricing and FundamentalAndReference methods for below identifiers.
6127.TWO,AGRI_tu.TO,CGXA162600800.M,CGXA162600900.M,LEV_ta.TO,RCK_t.V,SPAC_tu.TO,XIUO212502700.M,XIUR202502800.M,XIUU192503100.M,XIUX192503400.M,GOEVA162600050.U,HDELY.PK,PRMW.N,WRBP172503475.U,ZIMA172501500.U,ZIMA172501900.U,ZIMM172500500.UCodes used in HistoricalPricing: ASK, BID, TRDPRC_1
Codes used in FundamentalAndReference: TR.ASKPRICE, TR.BIDPRICE, TR.CLOSEPRICE
Refer the prices fetched from these methods in attached spreadsheet.
0 -
Hi @nick.zincone Good day!
We would like to follow-up on this query.
0 -
If you plan to provide code, it is best to replicate the issue with an example within GitHub where these are easy to run as opposed to provide internal class definitions. For example, you can provide code based on something that I can easily run - you should be able to replicate.
As for price comparisons, it's probably best to reach out to the helpdesk to determine the actual fields to use. For example, it appears when you are calling the HistoricalPricing service, you are using TRDPRC_1 when you should be using the 'OFF_CLOSE' - this you can confirm with the helpdesk (F1 - Help & Support) within the desktop.
0
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