Eikon Python Data API migration to lseg-data. get_history() partialy missing data

igorg

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?

Jirapongse

@igorg

Thank you for reaching out to us.

I could replicate this issue.

I will report this issue to the product team to verify what the problem is.

igorg

Please keep me updated. This is critical functionality for us.

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/125192#Comment_125192

As you saw in the log, the library sent a separated request for each RIC and then merges all responses into a dataframe.

The workaround could be calling the get_history method with a RIC at a time and then merge all response by yourself. You can also directly use the HistoricalPricing API in the content layer to access raw data. The example also demonstrates how to use parallel requests with the HistoricalPricing API.

igorg

https://community.developers.refinitiv.com/discussion/comment/125203#Comment_125203

We already use "one RIC at a time" request because of this problem as a workaround. But it would be good to see a fix in your API since you provide this function but it's not working properly.

Thanks