Throttling API requests using refinitiv.data

Francesco.De.Venuto
Francesco.De.Venuto Newcomer
in Eikon Data APIs

Hi All,

I am trying to extract prices using the following screept.


import refinitiv.data as rd

rd.get_history(

list_RIC,

fields=['BID','HIGH_1', 'LOW_1','MID_PRICE','ASK','ASK_HIGH_1', 'ASK_LOW_1'],

start = '2022-12-31',

end = '2023-06-30',

interval="daily"

)


The language used is Python.

the library is refinitiv-data 1.4.0


I have a list of about four thousand RICs.


However, when I run it I get blocked, surely I exceed the limits allowed by the API, but I can't figure out what they are.


1695894947844.png

Do you have an idea to handle this and avoid getting stuck every time?


Thanks


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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Francesco.De.Venuto

    Typically, the error 429 indicates that the application exceeds the request limit of the endpoint. For example, the interday-summaries endpoint limits 50 outstanding requests at a time and 50 requests allowed in one second.

    You may split four thousand RICs to multiple requests.

    Otherwise. you can enable logging in the API to verify what the problem is. Add the following configuration to the RD configuration file (refinitiv-data.config.json).

    {   
      "logs": {
        "level": "debug",
        "transports": {
          "console": {
            "enabled": false
          },
          "file": {
            "enabled": true,
            "name": "refinitiv-data-lib.log"
          }
        }
    ...
    }

    The refinitiv-data-lib.log file will created in the current directory.

    Please refer to the example on GitHub how to load the configuration file. For example:

    import os
    os.environ["RD_LIB_CONFIG_PATH"] = "../../Configuration"

Answers

  • [Deleted User]
    [Deleted User] Newcomer

    Hi @Francesco.De.Venuto ,

    I'm afraid that this errror is instrument specific. What I mean is that it may come up depending on the RICs in the `universe`. The best way to see this is by using different instrument types, e.g.:


    rd.get_history(
        universe=["USDSR3L10Y=", "LSEG.L"],
        fields=['BID','HIGH_1', 'LOW_1','MID_PRICE','ASK','ASK_HIGH_1', 'ASK_LOW_1', 'TR.ClosePrice'],
        start = '2022-12-31',
        end = '2023-06-30',
        interval="daily"
        )


    1695901167026.png


    In this example, "LSEG.L" returns 'TR.ClosePrice' data, but "USDSR3L10Y=" does not.


    The best way to check if there is data for the fields you are after, for the instrument you are after is via the Data Item Browser. Have you tried using it?


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