Please find the below question from client where client has all delayed permission.

I'm trying to pull data for the following tickers:

FACTOR_LIST = ['<.NSEI>', '<.NISM250>', '<.NV20>', '<.NIFMOM>', '<OIL>']

But I only get results for the first 2.

This is my code:

def get_lseg_data(self, factor_or_model_or_bench: str):

"""

Pulls all portfolio market data from server.

Use 'ticker' or 'factor' or 'benchmark' as keywords for what you want to pull.

"""

data_list = []


if factor_or_model_or_bench == 'ticker':

tix = self.tickers

field= 'P'

elif factor_or_model_or_bench == 'factor':

tix = self.factors

field = 'PI'

elif factor_or_model_or_bench == 'benchmark':

tix = self.benchmark

field = 'PI'


for i in tqdm(range(0, len(tix), self.chunk_size)):

try:

chunk = ','.join(tix[i:i+self.chunk_size])

chunk_data = self.ds.get_data(chunk, fields=[field], start='2015-01-01')

data_list.append(chunk_data)

except Exception as e:

print(e)


port_data = pd.concat(data_list, axis=1)


if factor_or_model_or_bench == 'ticker':

# Create a dictionary mapping ISIN to Ticker

isin_to_ticker = dict(zip(self.portfolio_info['ISIN'], self.portfolio_info['Ticker']))


# Rename columns by mapping ISINs to Tickers at the 'Instrument' level

port_data.rename(columns=isin_to_ticker, level='Instrument', inplace=True)


port_data.columns = [col[0] for col in port_data.columns]


rets_data = self._convert_to_rets(port_data)


rets_data = rets_data.replace(np.nan, 0)


return rets_data