It seems like I found another bug in get_history().
This is the query for ticks for some time range. The problem is - the more RICs I provide as 'universe' parameter, the more missing ticks are in the response.
2 RICs in the query. All ticks are present. The first tick for ALSEA has Volume = 2675.
4 RICs in the query. First tick for ALSEA.MX is missing in the response:
If I query 10 RICs, 7 ticks for ALSEA.MX are missing.
I can see in lseg-data DEBUG data log that HTTP response has all the data, so it is the problem with the Python package itself.
Is this a known problem? Any fix or workaround?
FYI: I remember eikon-data-api had issues with ticks request if more than 1 RIC is requested. At that time the module was throwing an exception. Is this inherited problem?
