Situation
I have a script that daily downloads the following information for the stoxx 1800 rics. The 1800 rics automatically cut into api limit compliant ranges taking into account the amount of fields.
get_data( instruments = [list of rics]
, fields = ["TR.PriceClose.Currency","TR.InstrumentType","TR.ExchangeName","CF_EXCHNG","TR.ExchangeMarketIdCode","TR.InstrumentIsActive","TR.ISIN"]
, debug = False, raw_output = True
)
Problem
This script runs fine for almost a year now but starting from the end of last year I am having problems that only roughly half of the data is downloaded and for the other half NA is returned.
Roughly 50% of the requests go OK for the other 50% I receive the response:
"Asynchronous Query library internal error."
for each RIC in this specific request.
ALL fields return in that case NA and only the instrument is returned for that request. This issue is very similar to: other ek_data problem post of today
Off course it is possible that some RIC do not work due to delisting or corporate actions but not 50% of stoxx 1800 rics pulled with datastream. Furthermore I never had this problem before and the shown error is unclear and confusing.
Mitigations tried
After observing this issue I downloaded the latest versions of python refinitiv dataplatform and from python eikon. The issue kept occurring when using refinitiv-dataplatform as well as when using eikon.
I am currently running:
refinitiv-dataplatform==1.0.0a12
eikon==1.1.14
but this situation keeps consistently occurring regardless of all my actions.
