Loop mutual funds holdings

MyftarMema

Hi everyone,

I am trying to download mutual fund holdings data using the following code in codebook:

import refinitiv.data as rd

from refinitiv.data.errors import RDError

import pandas as pd 

import time

LP=[ 'LP40215045', 'LP40212543', 'LP40235060', 'LP40209239', 'LP40209247', 'LP40215141', 'LP40212555', 'LP40209256', 'LP40187035', 'LP40189201']

fields = ['TR.FdInvestorPctPortfolio.Date',       

       'TR.FdInvestorPctPortfolio.SecurityOwnedRIC',               

       'TR.FdInvestorPctPortfolio'            

      ]

retry_max=5

retry_count=1

chunks=[]

chunk_size=5

df_holdings = pd.DataFrame()

for index in range(0, len(LP), chunk_size):

    chunk=LP[index:index+chunk_size]

    retry=True

    retry_count=1

    while retry==True:

        try:

            retry=False

            time.sleep(5)

            rd.open_session()

            df = rd.get_data(    

               universe = chunk,    

               fields = fields,          

               parameters={'SDate':'2004-01-01','EDate':'2024-12-31','Frq':'FQ','StartNum':1,'EndNum':316})

            if len(df):

                df_holdings=pd.concat([df_holdings,df],axis=0,ignore_index=True)

            else:

                df_holdings=df

        except RDError as err:

            if 'Backed error. 400 Bad Request' in err.message:

                retry_count=retry_count+1

                if retry_count<=retry_max:

                    print('Retry'+chunk)

                    retry=True

                else:

                    print('Retry reach max and unable to get the data for'+chunk)

            else:

                print(f"{err.code}: {err.message}")

display(df_holdings)

df_holdings.dropna()

df_holdings.to_excel('provats.xlsx')

However, this code appears to be too slow and fails when I request data for more than 10 mutual funds at once.

Since I need to download data for thousands of mutual funds, I would like to ask how I can optimize this code to handle larger batches more efficiently.

Thank you in advance for your help.

Mema Myftar

Jirapongse

@MyftarMema

Thank you for reaching out to us.

You can try asynchronous requests, as mentioned in the discussion.

MyftarMema

https://community.developers.refinitiv.com/discussion/comment/126962#Comment_126962

Thank you for your reply. I still can not understand much about the discussion you sent me (I am new to APIs) can you explain me more about asynchronous requests and how to build them please?

Jirapongse

The asynchronous requests use the Python asyncio library. This allows users to send requests in parallel.

You need to import the asyncio module.

import asyncio

You can refer to this example.

MyftarMema

https://community.developers.refinitiv.com/discussion/comment/126965#Comment_126965

Thank you, but in the examples you provided me, they are downloading just three stocks. I must handle thousands of mutual funds. How can I do that?

Jirapongse

@MyftarMema

You may need to apply asynchronous code to the batch logic. This requires proficiency in Python programming.

If you need assistance implementing this logic, please contact your LSEG account team or sales representative directly. The account team can coordinate with the solution team to support you in implementing the logic.