Rate Limit Trigger in get_hist

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Khor
Khor Newcomer

caling get_hist for historical data.
the flow is getting the consititute of Index like IDX and SPX, knowing the constitute then enquiry history data of 500 company for 20 days data , for example SP500.
Then, for top 100 most traded company, find option chain for each of them, getting the option ticker RIC.

get history data multiple of 100 of symbol.

flow :
1. get consittuate of SP500 from Chain
2. get_hist of 500 company for 20 days data, interval = day
3. get top 100 most traded company
4. each company get option Chain
5. get history of option chain symbol in mutplie of 100, start day 8/7/2025, end day = 9/7/2025, interval = minute
from 1-4 getting NVDA option Chain, up to 2000+ option symbol.
5 ld.get_history(universe=[ here is 100 option symbol], startday, enday, onterval=minute)

  • using python lseg.data as ld, calling ld.get_history


end up i have call the get_history in number of 40++ times, accumulated dataframe return size of 200MB, and then trigger 429 rate limit.

Please assist

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