getting different results depending on number of RICs supplied

I am looking to download the quarterly earnings release dates for a list of RICs. When I run the following code with <=40 RICs I get the desired data with about 20 quarterly earnings dates for each company spanning the last 5 years. However, when my list of RICs is longer, it no longer gives me all the dates. Instead, i have some results from 2016 and 2017 mostly and most other dates are missing. What might be causing this performance?

nYrs2incl=5
EDate = -nYrs2incl*365
rptDtTime2, err = ek.get_data(
instruments = RICs,
fields = ['TR.EventStartDate(EventType=RES,SDate=0,EDate=' + str(EDate) + ')'])

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Accepted answers

zoya faberov

Hello @ajalden,

This looks to be something else, please find my list with AAPL.O ( ~90 instruments), try running below on your side. I get back everything for AAPL.O ( please see the screenshot of the output included above).

Do you observe the same by running:

nYrs2incl=5
EDate = -nYrs2incl*365
df = ek.get_data(
instruments = ["AAPL.O","ADBE.O","ADSK.O","ALTR.O","AMAT.O","AMGN.O","AMZN.O","APCC.O","APOL.O","ATYT.O","BBBY.O","BEAS.O","BIIB.O","BMET.O","BRCM.O","CDWC.O","CECO.O","CELG.O","CHIR.O","CHKP.O","CHRW.O","CMCSA.O","CMVT.O","COST.O","CSCO.O","CTAS.O","CTSH.O","CTXS.O","DELL.O","DISH.O","DLTR.O","EBAY.O","ERICY.O","ERTS.O","ESRX.O","EXPD.O","FAST.O","FISV.O","FLEX.O","GENZ.O","GILD.O","GRMN.O","INTC.O","INTU.O","ISIL.O","IVGN.O","JDSU.O","JNPR.O","KLAC.O","LAMR.O","LBTYA.O","LLTC.O","LNCR.O","LRCX.O","LVLT.O","MCHP.O","MEDI.O","MLNM.O","MOLX.O","MRVL.O","MSFT.O","MXIM.O","NTAP.O","NVLS.O","ORCL.O","PAYX.O","PCAR.O","PDCO.O","PETM.O","PIXR.O","QCOM.O","QLGC.O","RIMM.O","ROST.O","SANM.O","SBUX.O","SEPR.O","SHLD.O","SIAL.O","SIRI.O","SNDK.O","SNPS.O","SPLS.O","SSCC.O","SUNW.O","SYMC.O","TEVA.O","TLAB.O","VRSN.O","WFMI.O","WYNN.O","XLNX.O","XMSR.O","XRAY.O","YHOO.O"],
fields = ['TR.EventStartDate(EventType=RES,SDate=0,EDate=' + str(EDate) + ')'])
pd.set_option('display.max_rows', 2000)
print(df)
pd.reset_option('display.max_rows

Next, replace my list with your list, observe the result, let us know?

All comments

zoya faberov

Hello @ajalden,

From the behavior described, seems that you are hitting a request limit.

Please see Eikon Data API Usage and Limits Guideline, data points limit per get_data request is presently at 10K.

If you find yourself requiring more, or (I like to be conservative) anywhere close to the request limit, I would partition the request into several, by partitioning the instrument list into two or more sub-lists, to jointly include all the required instruments and to avoid approaching the limit. You may, alternatively, partition the required dates interval into sub-intervals.

ajalden

I don't think that's it. I'll run only about 1000 results and it starts causing problems.

zoya faberov

@ajalden,

1000 data points should be no issue.

Please include the instruments that have content missing, so we can help verify this on our side. Would one of these instrument still have content missing, if you run it alone?

Another possible code is instruments that are not valid for the range selected. For example:

You see what is happening? I have a bunch of instruments on the list, that have been valid only some of the time, or none of the time, and they would result in points missing.

ajalden

It's hard for me to send you an exact list but I've been able to replicate the problem whenever I use >50 RICs. For example, when I run AAPL.O on its own I get the full 20 or so earnings release dates. When when I ran a longer list or RICs - in which it was included - I only got these dates:

2016-10-142016-07-142016-04-132017-05-092017-02-09

zoya faberov

Hello @ajalden,

Do you observe the same by running:

nYrs2incl=5
EDate = -nYrs2incl*365
df = ek.get_data(
instruments = ["AAPL.O","ADBE.O","ADSK.O","ALTR.O","AMAT.O","AMGN.O","AMZN.O","APCC.O","APOL.O","ATYT.O","BBBY.O","BEAS.O","BIIB.O","BMET.O","BRCM.O","CDWC.O","CECO.O","CELG.O","CHIR.O","CHKP.O","CHRW.O","CMCSA.O","CMVT.O","COST.O","CSCO.O","CTAS.O","CTSH.O","CTXS.O","DELL.O","DISH.O","DLTR.O","EBAY.O","ERICY.O","ERTS.O","ESRX.O","EXPD.O","FAST.O","FISV.O","FLEX.O","GENZ.O","GILD.O","GRMN.O","INTC.O","INTU.O","ISIL.O","IVGN.O","JDSU.O","JNPR.O","KLAC.O","LAMR.O","LBTYA.O","LLTC.O","LNCR.O","LRCX.O","LVLT.O","MCHP.O","MEDI.O","MLNM.O","MOLX.O","MRVL.O","MSFT.O","MXIM.O","NTAP.O","NVLS.O","ORCL.O","PAYX.O","PCAR.O","PDCO.O","PETM.O","PIXR.O","QCOM.O","QLGC.O","RIMM.O","ROST.O","SANM.O","SBUX.O","SEPR.O","SHLD.O","SIAL.O","SIRI.O","SNDK.O","SNPS.O","SPLS.O","SSCC.O","SUNW.O","SYMC.O","TEVA.O","TLAB.O","VRSN.O","WFMI.O","WYNN.O","XLNX.O","XMSR.O","XRAY.O","YHOO.O"],
fields = ['TR.EventStartDate(EventType=RES,SDate=0,EDate=' + str(EDate) + ')'])
pd.set_option('display.max_rows', 2000)
print(df)
pd.reset_option('display.max_rows

Next, replace my list with your list, observe the result, let us know?

ajalden

This formula seemed to work

ajalden

And it works on my list too. this is very odd

zoya faberov

Hello @ajalden

Glad to hear it is working

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