Volatility in the number of results returned.

bmabrie

I'm using a Workspace session to connect to the Data Platform to collect fundamental data for a subset of 1000 firms in my sample. Below is the function call and code (Python) that I use:

response = fundamental_and_reference.Definition(    df['ISIN'].unique().tolist()[0:1000],    ['TR.F.TotAssets.periodenddate','TR.F.TotAssets.fperiod', 'TR.F.TotAssets', 'TR.F.DebtTot', 'TR.F.DebtLTTot',     'TR.F.TotRevenue', 'TR.F.OpProfBefNonRecurIncExpn', 'TR.F.IncBefTax', 'TR.F.NetIncAfterTax', 'TR.F.IncBefDiscOpsExordItems',     'TR.F.NetCashFlowOp',      'TR.F.ReturnAvgTotAssetsPct',      'TR.NumberOfAnalysts'],    {'Scale': 6, 'SDate': '20100101', 'EDate':'20250101', 'FRQ': "FY", 'Curn': 'USD'}).get_data()
data = response.data.df

I ran this code last Friday, and it consistently returned 10,762 observations (9,209 after deleting missings for period end dates, total assets, and income numbers). However, when running it again today, I only get 9,981 observations, of which only 5,930 are non-missing.

What could explain this huge discrepancy in my results?

Jirapongse

@bmabrie

Thank you for reaching out to us.

This issue may be related to limitations in the backend service. You can try splitting the 1,000 firms into multiple requests and then merging the results to generate the final output.