unstable data downloading via python api

Bob_Zhang

I was using python api to download daily data, it seemed that the whole process was not stable. was it because I used for cycles?

import lseg.data as ld# Install with `pip install lseg.data`
ld.open_session()

DateTable2['startDs']=DateTable2.startD.dt.strftime('%Y-%m-%d')

DateTable2['endDs']=DateTable2.endD.dt.strftime('%Y-%m-%d')

manualTable=pd.concat([manualTable,DateTable2],axis=0)

for jj in range(DateTable2.shape[0]):

    nameTag=DateTable2.Expired_Call_RIC[jj]

    print(nameTag)

    ss=DateTable2.startDs[jj]

    ee=DateTable2.endDs[jj]

    tempData=ld.get_history(

        universe=nameTag,

        # fields=["TR.CLOSEPRICE"],

        fields=["TR.OPENPRICE", "TR.HIGHPRICE", "TR.LOWPRICE", "TR.CLOSEPRICE"],

        interval="1D",

        start=ss,

        end=ee

    )

    HistoryRecordOption=pd.concat([HistoryRecordOption,tempData],axis=0)

theTargetCode=['TYU2^2', 'TYZ2^2', 'TYH3^2', 'TYM3^2', 'TYU3^2', 'TYZ3^2',       'TYH24^2', 'TYM24^2', 'TYU24^2', 'TYZ24^2', 'TYH25^2', 'TYM25^2',       'TYU25^2']

---------------------------------------------------------------------------LDError Traceback (most recent call last)Cell In[13], line 27 25 ss=DateTable2.startDs[jj] 26 ee=DateTable2.endDs[jj]---> 27 tempData=ld.get_history( 28 universe=nameTag, 29 # fields=["TR.CLOSEPRICE"], 30 fields=["TR.OPENPRICE", "TR.HIGHPRICE", "TR.LOWPRICE", "TR.CLOSEPRICE"], 31 interval="1D", 32 start=ss, 33 end=ee 34 ) 35 HistoryRecordOption=pd.concat([HistoryRecordOption,tempData],axis=0) 36 # time.sleep(61)File c:\Users\Bob\AppData\Local\Programs\Python\Python313\Lib\site-packages\lseg\data\_access_layer\get_history_func.py:212, in get_history(universe, fields, interval, start, end, adjustments, count, parameters, header_type) 210 if exceptions and all(exceptions): 211 except_msg = "\n\n".join(exceptions)--> 212 raise LDError(message=except_msg) 214 if not any({adc_data, hp_data, cust_inst_data}): 215 return DataFrame()LDError: Unable to collect data for the field 'TR.OPENPRICE' and some specific identifier(s). Requested universes: ['TY1225J2^J22']. Requested fields: ['TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.LOWPRICE', 'TR.CLOSEPRICE']

If I manually use the questioned

'TY1225J2^J22', I can download the data. But if it was in the for cycle, also the code fails.

Jirapongse

@Bob_Zhang

Thank you for reaching out to us.

Please enable the debug log in the library by running the following code before opening a session.

config = ld.get_config()

config.set_param("logs.transports.file.enabled", True)

config.set_param("logs.transports.file.name", "lseg-data-lib.log")

config.set_param("logs.level", "debug")


ld.open_session()

Then, the lseg-data-lib.log file will be created. Please share this log file when the problem occurred.