I will ask all questions I have at this moment here, hopefully it is the correct way to do it.
I saw Excel and the Api were not giving me the same High, Low... values, and even I got different number of rows in the files. Then I realized that in the "Build Formula" at Excel I am allowed to specify what kind of price I want to download: Mid price, Common, Ask, Bid, Trade price etc...
I have seen that the get_timeseries from the APi does not allow us to choose from that list of prices and automatically chooses the "trade price", Am I correct? In that case I suggest you to add to the help section of the get_timeseries function an explanation of what you are actually downloading.
I assume that what I get with get_timeseriers is the trade price with the parameter "adjusted" set to "no". Is this correct?
Now my biggest problem is that I prepare a list of rics, I put a time.sleep(1) in my algorithm to avoid the limits on the API but after looping through several RICs I get an error:
2020-04-22 17:17:01,131 P [MainThread 4164] Request timeout occured Traceback (most recent call last): File "C:/direction.py", line 17, in <module> result = ek.get_timeseries(j, start_date = fecha_inicio, end_date = fecha_fin, interval="minute",fields= ["HIGH", "LOW", "OPEN", "CLOSE", "VOLUME"] ) File "C:\Users\....\eikon\time_series.py", line 178, in get_timeseries ts_result = eikon.json_requests.send_json_request(TimeSeries_UDF_endpoint, payload, debug=debug) File "C:\Users\...eikon\json_requests.py", line 127, in send_json_request _check_server_error(result) File "C:\Users\....eikon\json_requests.py", line 203, in _check_server_error raise EikonError(int(server_response['ErrorCode']), error_message) eikon.eikonError.EikonError: Error code 408 | Request timeout occured
And I got a different error telling me "no content for that RIC" or something like that.
My question is, Do you know how could I tell the loop to ignore the error and jump to the next RIC?
Maybe this has been answered in the past but I can't find it.
I add that the list of RICS was the stocks at the Tokyo Stock Exchange and the error appeared after looping through 98 of them.
Thanks for your time
Hi @arnoldpredator, You can attach your code snippet which replicates this issue, and then we can take a look at it. Since an exception is being throws, the simplest way would be to wrap the function in try-catch block and ignore the problem instrument.