get_history is not stable

vsafak

Can someone tell me why get_history function does not work for some fields in a stable manner?

It returns data when it feels like it.

It does not return data even when they exist in the database.

What am I doing wrong?

df = rd.get_history(universe=["QNBK.QA", "IQCD.QA", "QIBK.QA", "ORDS.QA", "ERES.QA", "QGTS.QA", "MARK.QA", "DUBK.QA", "CBQK.QA",  "QEWS.QA", "MPHC.QA", "QIIK.QA", "QFLS.QA", "QNNS.QA", "IGRD.QA", "BRES.QA", "VFQS.QA", "ABQK.QA", "DHBK.QA", "QAMC.QA", "QATI.QA", "GISS.QA", "AHCS.QA", "ZHCD.QA", "UDCD.QA", "MERS.QA", "MCCS.QA", "BLDN.QA", "QNCD.QA", "MEZA.QA", "QFBQ.QA", "QIGD.QA", "GWCS.QA", "MCGS.QA", "QISI.QA", "DOHI.QA", "QIMD.QA", "QGRI.QA", "SIIS.QA", "BEMA.QA", "QLMI.QA", "MRDS.QA", "AKHI.QA", "MHAR.QA", "MKDM.QA", "WDAM.QA", "NLCS.QA", "TQES.QA", "QOIS.QA", "DBIS.QA", "IHGS.QA", "FALH.QA", "QGMD.QA", "QCFS.QA"],

fields= ['TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.LOWPRICE', 'TR.CLOSEPRICE', 'YIELD', 'TR.VOLUME', 'TR.CompanyMarketCapitalization', 'TR.NUMBEROFTRADES', 'TR.PriceTargetMean', 'Tr.RecLabel', 'TR.IssuerRating', 'TR.RTBCEconomicSector', 'TR.PriceTargetMean', 'Tr.RecLabel', 'TR.IssuerRating', 'TR.RTBCEconomicSector'],

interval='1d', start="2010-01-01", end="2025-01-01")

rics = {"QNBK.QA", "IQCD.QA", "QIBK.QA", "ORDS.QA", "ERES.QA", "QGTS.QA", "MARK.QA", "DUBK.QA", "CBQK.QA","QEWS.QA", "MPHC.QA", "QIIK.QA", "QFLS.QA", "QNNS.QA", "IGRD.QA", "BRES.QA", "VFQS.QA", "ABQK.QA","DHBK.QA", "QAMC.QA", "QATI.QA", "GISS.QA", "AHCS.QA", "ZHCD.QA", "UDCD.QA", "MERS.QA", "MCCS.QA","BLDN.QA", "QNCD.QA", "MEZA.QA", "QFBQ.QA", "QIGD.QA", "GWCS.QA", "MCGS.QA", "QISI.QA", "DOHI.QA", "QIMD.QA", "QGRI.QA", "SIIS.QA", "BEMA.QA", "QLMI.QA", "MRDS.QA", "AKHI.QA", "MHAR.QA", "MKDM.QA", "WDAM.QA", "NLCS.QA", "TQES.QA", "QOIS.QA", "DBIS.QA", "IHGS.QA", "FALH.QA", "QGMD.QA", "QCFS.QA"}

format_df = pd.DataFrame()idx = pd.IndexSlicefirst_loop = True for ric in rics:    # get the dataframe of each RIC in the RICs list    temp_df = df.loc[:,idx[ric,:]]    temp_df.columns = temp_df.columns.droplevel()    temp_df.reset_index(inplace=True)    temp_df['RIC'] = ric     temp_df.dropna(inplace=True)
    # put this value in the format_df dataframe    if first_loop:        format_df = temp_df        first_loop = False    else:        format_df = format_df._append(temp_df)
format_df.to_csv("QSE1.csv", index=True)

Jirapongse

@vsafak

Thank you for reaching out to us.

If it happens intermittently, the problem should be in the data source.

I checked and found that those fields are from different categories. They may support different sets of parameters.

Time Series Data: TR.OPENPRICE, TR.HIGHPRICE, TR.LOWPRICE, TR.CLOSEPRICE, TR.NUMBEROFTRADES

Real Time: YIELD

Price & Volume: TR.VOLUME

Time Series Ratios: TR.CompanyMarketCapitalization

Refinitiv I/B/E/S Estimates: TR.PriceTargetMean, Tr.RecLabel

Issuer Level Credit Rating: TR.IssuerRating

Reference &Identifiers; TR.TRBCEconomicSector

TR.RTBCEconomicSector is incorrect and the correct one is TR.TRBCEconomicSector. These fields (TR.PriceTargetMean', 'Tr.RecLabel', 'TR.IssuerRating', 'TR.RTBCEconomicSector') are duplicated.

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

config = rd.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")


rd.open_session()

Then, the lseg-data-lib.log file will be created. Please share the log file when the problem occurred and the error message or the incorrect data retrieved by the application. Therefore, I can verify this in the debug log file.