Hello I have properly opened a session with rd.open_session (desktop session) but my code is not returning anything.
import refinitiv.data as rd
rd.open_session(app_key = MY_APP_KEY)
data = rd.get_data(universe = ['0#SPXW*.U'], fields = ['PUTCALLIND'])
On the other hand, the eikon api returns me data ek.get_data(instruments = ['0#SPXW*.U'], fields = ['PUTCALLIND']).
My problem with the eikon api is that i get so often a UDF Core request failed. Gateway Time-out error, and i was hoping the refinitiv.data api to be more stable.
Also notice my RIC is extremely big (chain of 20k options), and I am not sure if there is a way to slice the query or change the configuration to allow bigger retrieval. Would you please advice?