reaching the limit

rafael01

I am trying to run

#There are 131 companies
screen = SCREEN.express.universe(Equity(active=True, public=True, primary=True)) \
    .conditions(FORMULA('TR.AvgDailyValTraded3M', '>5000000'), IN('TR.CoRTradingCountryCode', 'BR'),
                NOT_IN('TR.TRBCEconomicSector', 'Financials'),
                NOT_IN('TR.TRBCEconomicSector', 'Real Estate')) \
    .currency('BRL').query

#Quarterly
df1, err1 = ek.get_data(
    instruments=screen,
    fields=['TR.F.RevGoodsSrvc/TR.F.TotAssets',
            'TR.F.EBITDA/TR.F.RevGoodsSrvc',
            'TR.F.IncAvailToComShr/TR.F.ComEqTot',
            'TR.F.IncAvailToComShr/TR.F.TotAssets',
            'TR.F.NetDebt/TR.F.TotAssets',
            'TR.F.CURRRATIO',
            'TR.F.NetCFOpPerShrTTM',
            'TR.F.EBIT.periodenddate',
            'TR.F.EBIT.calcdate'],
    parameters=
    {
        'SDate': '2008-01-01',
        'EDate': '0D',
        'Period': 'LTM',
        'Frq': 'FQ',
        'Curn': 'BRL'
    }
)

#Monthly
df_multiples, err_multiples = ek.get_data(
    instruments=screen,
    fields=['TR.EVToSales',
            'TR.EVToSales.date',
            ],
    parameters=
    {
        'SDate': '2008-01-01',
        'EDate': '0D',
        'Period': 'LTM',
        'Frq': 'CM',
        'Curn': 'BRL'
    }
)

#Monthly
df_price, err_price = ek.get_data(
    instruments=screen,
    fields=['TR.CLOSEPRICE',
            'TR.CLOSEPRICE.date'
            ],
    parameters=
    {
        'SDate': '2008-01-01',
        'EDate': '0D',
        'Frq': 'CM',
        'Curn': 'BRL'
    }
)

#Daily
df_vol, err_vol = ek.get_data(
    instruments=screen,
    fields=['TR.CLOSEPRICE',
            'TR.CLOSEPRICE.date'
            ],
    parameters=
    {
        'SDate': '2008-01-01',
        'EDate': '0D',
        'Frq': 'D',
        'Curn': 'BRL'
    }
)

I am getting the error below:

eikon.eikonError.EikonError: Error code 2504 | UDF Core request failed. Gateway Time-out

I know there is a daily limit for Eikon API, however, I would like to know how to circumvent this issue.

Using the screen code, I only can run the code at once. Could I run splitting this code?

Request per each interval?

How many companies per interval?

Thanks in advance

Jirapongse

@rafael01

Sorry for the issue you are facing, let me see if I can help you in resolving this.

It is not effective to use a screener in every request. The first request should be used to get a list of RICs from that screener.

rics, err1 = ek.get_data(
    instruments=screen,
    fields=['TR.CommonName'])
rics

Then, use rics["Instrument"].to_list() in the subsequent requests.

df2, err1 = ek.get_data(
    instruments=df1["Instrument"].to_list(),
    fields=['TR.F.RevGoodsSrvc/TR.F.TotAssets',
            'TR.F.EBITDA/TR.F.RevGoodsSrvc',
            'TR.F.IncAvailToComShr/TR.F.ComEqTot',
            'TR.F.IncAvailToComShr/TR.F.TotAssets',
            'TR.F.NetDebt/TR.F.TotAssets',
            'TR.F.CURRRATIO',
            'TR.F.NetCFOpPerShrTTM',
            'TR.F.EBIT.periodenddate',
            'TR.F.EBIT.calcdate'],
    parameters=
    {
        'SDate': '2008-01-01',
        'EDate': '0D',
        'Period': 'LTM',
        'Frq': 'FQ',
        'Curn': 'BRL'
    }
)
df2

For the limitations, please refer to the Eikon Data API Usage and Limits Guideline.

According to the error message, it could be a timeout on the server.

For the last request (Daily), please try to split requests for a few years instead.

df_vol, err_vol = ek.get_data(
    instruments=rics["Instrument"].to_list(),
    fields=['TR.CLOSEPRICE',
            'TR.CLOSEPRICE.date'
            ],
    parameters=
    {
        'SDate': '2020-01-01',
        'EDate': '0D',
        'Frq': 'D',
        'Curn': 'BRL'
    }
)
df_vol

I hope this will help.