20 years of total returns

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Question by pchauveau · Mar 11, 2019 at 04:09 PM · python python api eikon time series total return

20 years of total returns

Hi, i need to get 20 year of montly total returns from a little over 5000 Sedols. Right now i'm using this method with the Python API:

aux, err = ek.get_data(list, ['TR.TotalReturn.Date','TR.TotalReturn'], parameters={"Frq": "M",'SDate':'1998-12-31', 'EDate':'2018-12-31'})

but i keep getting this error message:

"headers = [header['displayName'] for header in data_dict['headers'][0]]"

I tried partitioning the the quering on batches of 200, 100 and 50 Sedols, but i still get the same error. Retrying would get more or less iterations randomly (ie, with 100 on my first try i got the first 500 and on the second over a 2000).

Any thoughts?

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Answer 1 · 2019-03-12T07:00:06Z

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Answer by marcin.bunkowski · Mar 12, 2019 at 07:00 AM

Hi @pchauveau

I have tried with the code below and got the outputs

instruments, e = ek.get_data('0#.GDAXI', ['Instrument']) 
instruments=instruments['Instrument'].tolist() 
for ric in instruments: 
	tmp_df = ek.get_data(ric, ['TR.TotalReturn.Date','TR.TotalReturn'], parameters={"Frq": "M",'SDate':'1998-12-31', 'EDate':'2018-12-31'})[0] 
df = tmp_df.append(df) 
df

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pchauveau · Mar 12, 2019 at 01:03 PM 0

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Thanks for your solution. I had to add ignore_index=True to the append statement to avoid some issues. :D

Answer 2 · 2019-03-12T10:46:48Z

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Answer by Alex Putkov. · Mar 12, 2019 at 10:46 AM

This is a known issue where the Web service provides an empty response when the backend takes "too long" to process the request. The problem is acknowledged and is being worked on. In the meantime as a workaround the suggestion is to split your list into even smaller chunks (submitting the request of say 20 Sedols at a time), and also resending the same request if and when you receive an empty response.

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pchauveau · Mar 12, 2019 at 01:04 PM 0

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Thanks for your comment, it is a shame that this issue isnt solved yet. I did lower the number of sedols, but even with 20 or 10 i had the same problem. I had to run one at the time...

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Alex Putkov. ♦♦ · Jul 10, 2019 at 06:08 PM 0

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The issue with the Web service returning empty response or "Backend error. 400 Bad Request" has been addressed with the release of Eikon Data APIs library for Python v1.0.1 available on PyPI. This does not mean that with Eikon Data APIs library for Python v1.0.1 one can never receive "Bad request" error or that the service can now provide unlimited data downloads. But one should no longer experience random and frequent empty responses or "Backend error. 400 Bad Request" forcing one to resubmit the same requests in a loop until the data is returned.

20 years of total returns

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