Hi,
I am experience a significant worsening of the '400 Bad Request' problem.
My program retrieves a few EOD stats for every Canadian exchange-listed symbol at 5PM Eastern of each day.
I already implemented the retry logic and I am already invoking get_data for chunks of 100 symbols, however it does not help - still too many retries and clearly something is wrong with the product - it's not supposed to be so flaky.
Sample log excerpt:
2018-04-19 15:41:45,469 WARNING Retrying, attempt 15 out of 20...
('entity: ', 'DataGrid')
('payload: ', {'instruments': ['AGO.CCP', 'JP_t.CCP',..., 'BEA.CCP'], 'parameters': {'SDate': '20180418', 'EDate': '20180418'}, 'fields': [{'name': 'TR.CLOSEPRICE'}, {'name': 'TR.TURNOVER'}, {'name': 'TR.NUMBEROFTRADES'}, {'name': 'TR.ACCUMULATEDVOLUME'}, {'name': 'TR.BLOCKTRADEVOLUME'}, {'name': 'TR.NUMBEROFBLOCKTRADES'}, {'name': 'TR.TSVWAP'}]})
Request: {"ID": "123", "Entity": {"E": "DataGrid", "W": {"instruments": ["AGO.CCP", "JP_t.CCP", ..., "BEA.CCP"], "parameters": {"SDate": "20180418", "EDate": "20180418"}, "fields": [{"name": "TR.CLOSEPRICE"}, {"name": "TR.TURNOVER"}, {"name": "TR.NUMBEROFTRADES"}, {"name": "TR.ACCUMULATEDVOLUME"}, {"name": "TR.BLOCKTRADEVOLUME"}, {"name": "TR.NUMBEROFBLOCKTRADES"}, {"name": "TR.TSVWAP"}]}}}
HTTP Response: 200 - {"ErrorCode":400,"ErrorMessage":"Backend error. 400 Bad Request"}
2018-04-19 15:42:04,533 WARNING Extract failed.
Any suggestions?
Also, any updates on investigation and resolution of the root cause in Reuters EIKON?
Thanks,
Pavel
