Error retrieving historical data from Refinitiv Workspace: timed out

  1. This is question about the historical_pricing endpoint using Refinitiv Workspace. I am making this call through the Python library refinitiv.data.content and using the historical_pricing object.

  response = historical_pricing.events.Definition(universe=tickers,start=start_datetime,end=end_datetime).get_data()

When I pass more than one tickers to the universe argument, it tends to time out. I'm asking for 15 minute windows of data for say two symbols: CLM25, ESM25.

The error I get is this:

2025-05-01 11:18:15,919 - httpx - INFO - HTTP Request: GET http://localhost:9002/api/rdp/data/historical-pricing/v1/views/events/ESM25?start=2025-04-22T17%3A26%3A06.000000000Z&end=2025-04-22T17%3A36%3A37.153000000Z "HTTP/1.1 200 OK"An error occurred while requesting URL('http://localhost:9002/api/rdp/data/historical-pricing/v1/views/events/ESM25?start=2025-04-22T17%3A26%3A06.000000000Z&end=2025-04-22T17%3A36%3A14.156000000Z').ReadTimeout('timed out')2025-05-01 11:19:13,980 - src.services.refinitiv_desktop_service - ERROR - Error retrieving historical data from Refinitiv Workspace: timed out

Is there a limit to the amount of data I can retrieve using the historical_pricing object? Can multiple concurrent requests be made through this object?

2. Also can concurrent requests not be made using the historical_pricing object from the refinitiv.data.content library? If I make concurrent requests with different symbols to this object:

image.png

It seems to forbid that. Is that correct? I'm doing this because passing multiple tickers in a 15 minute interval leads to a timeout.

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @MoisesGomez27

    Thank you for reaching out to us.

    ReadTimeout('timed out') could be a HTTP request timeout. You can increase the request timeout's value through a configuration file or coding. Please refer to this discussion.

    Refinitiv Data Library has been rebranded to LSEG Data Library for Python. You should use the new LSEG Data Library for Python instead. The parallel requests example is available on GitHub.