I am extracting fundamental data and am receiving random errors on a large number of instruments (>2000 items) error: "Unable to resolve and collect data for all requested identifiers and fields". Even though the refinitiv workspace tells me it’s a "temporary" issue, over a week or so attempting it multiple times I always get this error. What is going on?
The breakdown of the problem, highlights a) the python code and error, b) the workspace and c) a selection of these instruments for which this counts.
A) Simplified code and error
The simplified code that I am following is as follows:
import lseg.data as ld from lseg.data.content._header_type import HeaderType ld.open_session() parameters = { "SDate": '-30Y', "EDate": '-1d', "FRQ": "FY", # frequency, full year "Curn": "EUR", "Scale": 3, } fundamental_df = ld.get_history(universe=['5000678616'], fields="TR.F.TotRevenue", header_type=HeaderType.NAME, interval="1Y", parameters = parameters) ld.close_session()
The error:
Unable to resolve and collect data for all requested identifiers and fields. Requested universes: ['5000678616']. Requested fields: ['TR.F.TOTREVENUE']
B) Workspace
If you go into the workspace, you retrieve the error "Temporary data retrieval issue, please try again". See screenshot. This seems to suggest that it’s a temporary issue, and I must try again. However, running the code over a period of multiple days and weeks this seems to persist.
C) Example instruments.
I can provide you a list of over 2000 items with this error, a small random selection of these items are the following with which you can test.
5000678616
4295909227
4295917510
5082539508
5050267279
5067486052
5084951620
5054881763
4296378835
4296137840
5037016660
Thanks