Hi there
I am currently trying to implement a python program to download time series data through Eikon Scripting API. For example, I want to download the minute-by-minute high price for certain US stocks (e.g. IBM, AAPL.O). The code is pretty straightforward, such as
tmp = ek.get_timeseries(chunk, fields=field,
start_date=today, end_date=dt.datetime.utcnow(),
interval='minute', corax='adjusted',
raw_output=True)
where `chunk` is `['IBM', 'AAPL.O']`. In practice, I want to download as many stocks as possible, hence the length of `chunk` can be >1000.
However, I am running into the following error:
... File "C:\ProgramData\Anaconda2\lib\site-packages\eikon\time_series.py", line 155, in get_timeseries
result = eikon.json_requests.send_json_request(TimeSeries_UDF_endpoint, payload, debug=debug)
File "C:\ProgramData\Anaconda2\lib\site-packages\eikon\json_requests.py", line 82, in send_json_request
check_server_error(result)
File "C:\ProgramData\Anaconda2\lib\site-packages\eikon\json_requests.py", line 130, in check_server_error
raise requests.HTTPError(error_message, response=server_response)
HTTPError: Failed to deserialize backend response: invalid character 'E' looking for beginning of value
The most weird part is that, with the same code, I only run into this error sporadically, hence I am guessing I am hitting some kind of limit?
Thanks!