When I query multiple instruments with get_data I get an error, whereas one instrument returns data. I have included the relevant queries below. This looks like a bug or at least some odd undocumented behaviour.
eikon.get_data(
['0#CS-PADD1-US',],
['CRD_STREAM'],
raw_output=True
)
{
"columnHeadersCount": 1,
"data": [
[
"PD1ABOCRDSLT",
"Abo"
],
[
"PD1AGBCRDSLT",
"Agbami"
],
...
],
"headerOrientation": "horizontal",
"headers": [
[
{
"displayName": "Instrument"
},
{
"displayName": "CRD_STREAM",
"field": "CRD_STREAM"
}
]
],
"rowHeadersCount": 1,
"totalColumnsCount": 2,
"totalRowsCount": 187
}
Whereas querying multiple series I get field errors.
eikon.get_data(
['0#CS-PADD1-US', '0#CS-PADD3-US'],
['CRD_STREAM'],
raw_output=True
)
{
"columnHeadersCount": 1,
"data": [
[
"0#CS-PADD1-US",
null
],
[
"0#CS-PADD3-US",
null
]
],
"error": [
{
"code": 251658244,
"col": 1,
"message": "Error: Field 'CRD_STREAM' was not found in response for the instrument '0#CS-PADD1-US'",
"row": 0
},
{
"code": 251658244,
"col": 1,
"message": "Error: Field 'CRD_STREAM' was not found in response for the instrument '0#CS-PADD3-US'",
"row": 1
}
],
"headerOrientation": "horizontal",
"headers": [
[
{
"displayName": "Instrument"
},
{
"displayName": "CRD_STREAM",
"field": "CRD_STREAM"
}
]
],
"rowHeadersCount": 1,
"totalColumnsCount": 2,
"totalRowsCount": 3
}
The respective payloads of the queries are
{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['0#CS-PADD1-US'], 'fields': [{'name': 'CRD_STREAM'}]}]}}}
{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['0#CS-PADD1-US', '0#CS-PADD3-US'], 'fields': [{'name': 'CRD_STREAM'}]}]}}}