TR.FreeFloat call timing out

Alex_Conti1

I'm trying to query data for about 500 RICs, but here are the first 5: 'A.N', 'AABA.OQ^J19', 'AAL.OQ', 'AAP.N', 'AAPL.OQ'

if i use this formula:

ld.get_history(
universe=ok_tickers,
fields=['TR.FreeFloat'],
start=s, end=e,
interval="1D"
),

the query times out as it takes too long to queryhence i am trying to look for an alternative using historical_pricing.summaries.Definition(), but i'm not sure how to find the fiels

Jirapongse

@Alex_Conti1

Thank you for reaching out to us.

Yes, requests for a lot of data from the fundamental and reference endpoints (TR.xxx fields) may time out.

You may increase the http.request-timeout value via the configuration file (ld-data.config.json) or coding. For example: The configuration is:

{

    "http": {       

        "request-timeout": 60

    },

    "logs": {

...

    }

...

}

The sample code is:

ld.get_config()["http.request-timeout"] = 60

Otherwise, you may split it to multiple requests.

The historical_pricing.summaries.Definition endpoint is used to retrieve real-time historical data. You can ignore the fields parameter to retrieve all available fields

wasin.w

Hello @Alex_Conti1

You may need to split 500 RICs list into smaller lists instead.

There is parallel requests example that utilizes Python https://docs.python.org/3/library/asyncio.html module to send concurrent request messages with the library. The example is available here.