EIkon API: request time series data for a list of RICs

NGUYEN Thi Xuan Dung · January 2021

I am in trouble with request limitation when requesting time-series data for a list of RICs.

I have a list of RICs (around 20,000 RICs), for each of RICs, I want to retrieve data (for example, close price) for a range of 30 days (i have start day, end day and these are different among RICs).

I currently retrieve each RICs step by step (with loop), and I see the notification of daily request limitation.

Here is my question:

Is there any other way to do this? To reduce the amount of requests executed, or It is just one way to wait until tomorrow to continue?

It is possible in Eikon to create a list - put all RICs with different ranges of days in that list and do the request?

chavalit-jintamalit · January 2021

Hi @NGUYEN Thi Xuan Dung

Please refer to API limitation guideline at https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/documentation

For example, get_timeseries() returns at most 3000 rows for interday requests, which means you can only request 100 RICs x 30 days in one request.

For the list define in Eikon, please refer to https://developers.refinitiv.com/en/article-catalog/article/eikon-data-api-cheat-sheet at 11. Portfolios and Lists

ListData,err = ek.get_data("List('test-list1')",['TR.RIC'])
RICs = ListData['Instrument'].tolist()

NGUYEN Thi Xuan Dung · January 2021

https://community.developers.refinitiv.com/discussion/comment/72530#Comment_72530

thank you for the answer!

EIkon API: request time series data for a list of RICs

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EIkon API: request time series data for a list of RICs

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