What is the rate limit of events api of historical pricing in LSEG Data Library?

I am using the LSEG Data Library for Python to extract price data via Workspace.

I divided the ric list into a few groups, and each group contains 25 rics. Then I tried to retrieve the data in a loop. It worked for a few minutes and finally threw out 429 error.

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I noticed there is rate limit for RDP API, but not sure if it is applicable to LDL when communicating with Workspace.

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What I want to confirm is:

  1. what is the rate limit of the events API when working along with Workspace?
  2. how many rics can I put into the universe parameter?
  3. If I assign a ric list to universe, will the backend of LDL retrieve the data in bulk? or it will convert to single request for each ric? Will bulk operation have better performance?

Thanks.

Best Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @LiangCheng

    Thank for reaching out to us.

    For Call-based and Daily limits, when the limit is reached, the platform returns an HTTP response with status code 429 and the message "Too many requests, please try again later.". You need to contact the helpdesk team to verify the cause of that error.

    1. As far as I know, the rate list is also applied to the workspace or desktop session.
    2. Typically, it is a Python list so it should be the sys.maxsize. However, it must not exceed the limits defined on that page.
    3. The GET endpoint (/views/events/{universe}) supports one RIC at a time so it will convert that call to multiple single requests (one for each RIC).
  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    As far as I know, the reset time is supposed to happen at midnight local time. However, you need to contact the helpdesk team to confirm this.

Answers