Get_history request is not returning same fields - Unexpected error in data returned from data sourc

FFabianB

The below request has worked very reliably over the past few weeks when I tried:

df_prices = get_history(

universe=ticker,

fields=['TRDPRC_1','ACVOL_UNS','TRNOVR_UNS','VWAP', 'TR.TotalReturn', 'TR.CompanyMarketCap'],

interval='1d',

start=start_date,

end=end_date,

adjustments='CCH'

)

But today I tried three times and every time the code failed because it was either missing TRDPRC_1 or "TR.TotalReturn", see logs attached.

Thanks
Fabian

20251203-0918-21308-lseg-log.log

20251203-0910-24784-lseg-log.log

20251203-0926-31200-lseg-log.log

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Jirapongse

@FFabianB

Thank you for reaching out.

The log files contain a large amount of raw data. Could you please specify which RICs and dates the data is missing for?

FFabianB

hi @Jirapongse

The issues happened with "V", "MAR.O" and "MCK".

Thanks

Jirapongse

@FFabianB

I found the "Unexpected error in data returned from data source." in the log file for "MAR.O" and "V".

[2025-12-03T09:23:21.470741+01:00] - [sessions.platform.rdp.0] - [DEBUG] - [25260 - HistoricalRequestThread_0] - [http_service] - [build_request] - HTTP Request id 290

	url = https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/MAR.O?interval=P1D&start=2020-12-02T00%3A00%3A00.000000000Z&end=2025-12-02T00%3A00%3A00.000000000Z&adjustments=CCH&fields=TRDPRC_1%2CACVOL_UNS%2CTRNOVR_UNS%2CVWAP%2CDATE

	method = GET

	headers = {'request-timeout': '600', 'x-tr-applicationid': 'LD-PYTHON-LIB', 'Authorization': 'Bearer ..}

[2025-12-03T09:23:21.471784+01:00] - [RetryTransportBase] - [DEBUG] - [25260 - HistoricalRequestThread_0] - [_retry_transport] - [_handle_request] - Sending request to https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/MAR.O?interval=P1D&start=2020-12-02T00%3A00%3A00.000000000Z&end=2025-12-02T00%3A00%3A00.000000000Z&adjustments=CCH&fields=TRDPRC_1%2CACVOL_UNS%2CTRNOVR_UNS%2CVWAP%2CDATE

[2025-12-03T09:23:23.066025+01:00] - [sessions.platform.rdp.0] - [DEBUG] - [25260 - HistoricalRequestThread_0] - [http_service] - [request] - HTTP Response id 290

	status_code = 500
text = {"error":{"id":"0491538e-7eea-4ef7-a237-bad999f9ee6f","code":"TS.Interday.DataSourceError.70106","status":"500","message":"Unexpected error in data returned from data source."}}

[2025-12-03T09:27:20.766053+01:00] - [sessions.platform.rdp.0] - [DEBUG] - [31168 - HistoricalRequestThread_0] - [http_service] - [build_request] - HTTP Request id 28

	url = https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/V?interval=P1D&start=2020-12-02T00%3A00%3A00.000000000Z&end=2025-12-02T00%3A00%3A00.000000000Z&adjustments=CCH&fields=TRDPRC_1%2CACVOL_UNS%2CTRNOVR_UNS%2CVWAP%2CDATE

	method = GET

	headers = {'request-timeout': '600', 'x-tr-applicationid': 'LD-PYTHON-LIB', 'Authorization': 'Bearer …'}

[2025-12-03T09:27:20.768155+01:00] - [RetryTransportBase] - [DEBUG] - [31168 - HistoricalRequestThread_0] - [_retry_transport] - [_handle_request] - Sending request to https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/V?interval=P1D&start=2020-12-02T00%3A00%3A00.000000000Z&end=2025-12-02T00%3A00%3A00.000000000Z&adjustments=CCH&fields=TRDPRC_1%2CACVOL_UNS%2CTRNOVR_UNS%2CVWAP%2CDATE

[2025-12-03T09:27:22.364102+01:00] - [sessions.platform.rdp.0] - [DEBUG] - [31168 - HistoricalRequestThread_0] - [http_service] - [request] - HTTP Response id 28

	status_code = 500
text = {"error":{"id":"b9c5aa29-4e0c-419f-8f00-688d663696ab","code":"TS.Interday.DataSourceError.70106","status":"500","message":"Unexpected error in data returned from data source."}}

The error was sent from the historical pricing service endpoint. I have created a ticket on your behalf to investigate this issue. The case number is 15493236.

Jirapongse

@FFabianB

Did you try the "auto-retry" feature with the 500 error?

    "http": {      

        "auto-retry": {"number-of-retries": 6, "on-errors": [429,400,500], "backoff-factor": 1}

  },

    "apis":{

        "data":{

            "historical-pricing":{              

                "auto-retry": true

            },

            "datagrid":{

                 "auto-retry": true

            }

        }

    },

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