get_data very very slow to retrieve closing prices for R3000, daily, 13 years

Options

I followed the suggestion of Alex Putkov (https://community.developers.refinitiv.com/questions/57533/1-get-timeseries-cuts-off-historic-data-2-get-data.html) to split up the 3000 requests into chunks of 50 at a time using the code in "R" (not Python) below.

j=1

RIC.long = NULL

chunk = 30

for(i in c(seq(chunk,length(RIC), by=chunk),length(RIC))){

RIC.list = vector("list", length(RIC[j:i]))

RIC.list[1:length(RIC[j:i])] = RIC[j:i]

RIC.long = rbind(RIC.long,

get_data(RIC.list,

list( "TR.PriceClose.Date","TR.PriceClose"),

list("Frq"="D","SDate"=startDate,"EDate"="2020-04-09")))

j=i+1

}

Problem:

- It runs fine within 1 minute for startDate = "2020-04-01" - so a short history OK

- for startDate = "2005-01-01" in chunks of 30, it takes 33min (granted I am working from home with download = 14 Mbits/s and upload = 8 Mbits/s)

Question: Is this normal? On my Bloomberg R API it would have been a single request in under 1 min. I also tried to download it in a forloop RIC by RIC which takes about 60min. Chunk size of 50, throughs errors.

Thank you for possible insights, if this is the Eikon normal or if I am doing something wrong.

Best Answer

  • chavalit-jintamalit
    Answer ✓

    I just tested iterating a list of RIC to retrieve 3000 data points on each RIC using Eikon Data API(Python)

    It took me around 20 seconds to retrieve 3000 x 20 datapoints.

    And around 120 seconds to retrieve 3000 x 100 datapoints.


    So I would say that 3000 datapoint x 3000 RICs would require around 3000 seconds.

Answers

  • HeikoRR
    HeikoRR Explorer

    Hi Chavalit,
    You seem to confirm my findings.

    Best regards

Welcome!

It looks like you're new here. Sign in or register to get started.

Welcome!

It looks like you're new here. Sign in or register to get started.