IF I query with get_timeseries the following RIC's
RIC = [ 'TFMBQH7^1', 'TFMBQM7^1', 'TFMBQU7^1', 'TFMBQZ7^1', 'TFMBQH8^1', 'TFMBQM8^1', 'TFMBQU8^1', 'TFMBQU8', 'TFMBQZ8', 'TFMBQH9', 'TFMBQM9', 'TFMBQU9']
this creates an output which inlcudes the values for the RIC , 'TFMBQH8^1'.
However the output is different as if I would have only queried only 'TFMBQH8^1'
What is the reason for that behavior ?
I suspect what you experienced when calling get_timeseries with multiple RICs is that NaNs were returned for a lot of rows. If this is indeed the issue, it must be due to the limit on the number of rows returned for any single get_timeseries call. The limit is 3K rows for interday intervals and 50K rows for intraday intervals. This limit is shared by all RICs in the request. See this thread and this thread for more details.
If what you experienced is different from the above, then please provide the details.