Extremely slow and inconsistent API

aditya.mulye
aditya.mulye Newcomer
in Refinitiv Data Platform Libraries 
rd.get_data(batch,["TR.RIC","TR.ISIN","TR.PriceClose(SDate=0M,Curn=INR)","TR.CLOSEPRICE(SDate=0M,FILL=PREVIOUS,Adjusted=0,Curn=INR)","TR.SharesOutstanding(SDate=0M)",'TR.GICSSector','TR.GICSIndustry','TR.GICSSubIndustry','TR.AssetCategory'])

I have a variable ric_list which contains approx 2k RICs.
In the above code, I try to fetch the RICs in batches with each batch being split in sets of 100 or 200 using a for loop implementation.
After a while I keep on facing timeout issues.

For instance the first three batches get executed in say 1.5 minutes, but later the code gets stuck and there is no response at all for approx 15-20 mins. It might run after that or it might fail.

Also it randomly returns Blank Values for cases even where there is a retrievable value.

I have also noticed that for some reason the InstrumentID gets returned with Capital on. e.g. BRKb.OQ becomes BRKB.OQ. Is there a way to fix this please/

Would appreciate the help as it is affecting my workflow.


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Best Answer

  • aramyan.h
    aramyan.h admin
    Answer ✓

    Hi @aditya.mulye ,


    I just got an update from the product team. We seem to have an issue with the TR.CLOSEPRICE field which the team is now working to resolve.


    In the meantime, would you mind using TR.PRICECLOSE instead and let us know if the issue is resolved/persists?


    Also, was there any specific reason you were originally using TR.CLOSEPRICE instead of TR.PRICECLOSE.


    Thanks and regards,

    Haykaz

Answers

  • aramyan.h
    aramyan.h admin

    Hi @aditya.mulye ,


    We have similar issues reported in this forum and this is under investigation by the respective Product teams. I will keep this post updated. In the meantime, I would suggest having smaller batch sizes and introducing some delay between the requests.


    Best regards,

    Haykaz

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