I am looking to download the quarterly earnings release dates for a list of RICs. When I run the following code with <=40 RICs I get the desired data with about 20 quarterly earnings dates for each company spanning the last 5 years. However, when my list of RICs is longer, it no longer gives me all the dates. Instead, i have some results from 2016 and 2017 mostly and most other dates are missing. What might be causing this performance?
EDate = -nYrs2incl*365
rptDtTime2, err = ek.get_data(
instruments = RICs,
fields = ['TR.EventStartDate(EventType=RES,SDate=0,EDate=' + str(EDate) + ')'])