Eikon API Speed

whardwick
whardwick Newcomer
in Eikon Data APIs

I am requesting 35 fields for 6600 stocks and the request is taking an hour to complete, is this expected or do I have an issue somewhere? I have broken the request into chunks of 50 stocks but this doesn't seem to help.

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  • aramyan.h
    aramyan.h admin
    Answer ✓

    Hi @whardwick ,


    I am not sure if you have shared with me your full code, but with the code below which I updated a bit from yours I get the results for 5000 rics in about 6 minutes:

    chunks = [ticker_list[i:i + 2000] for i in range(0, len(ticker_list), 2000)]
    max_retries = 3
    merged_df = pd.DataFrame()
    for chunk in chunks:
        retries = 0
        while retries < max_retries:
            try:
                df, err = ek.get_data(chunk, fields)
                df.replace('', np.nan, inplace=True)
                merged_df = pd.concat([merged_df, df], ignore_index=True)
            except:
                retries +=1
                print(retries)
                continue
            break

    Please try with this and let me know how it goes. Please note that you may increase the chunk size even more and it will run quicker, however it may through bad requests. In any case the 2000 seemed stable for me.


    Best regard,

    Haykaz

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