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HeikoRR avatar image
20 ●3 ●3 ●1

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

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.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apipricingr
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veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Hello @Alex Putkov,@jirapongse.phuriphanvichai, @chavalit.jintamalit

Could you assist the client regarding this question?

moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

Hello @jirapongse.phuriphanvichai, @chavalit.jintamalit, @Alex Putkov ,

Could you assist the client regarding this question?

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @HeikoRR

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Hello @HeikoRR,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

2 Answers

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chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

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.


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HeikoRR avatar image
20 ●3 ●3 ●1

Hi Chavalit,
You seem to confirm my findings.

Best regards

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