How can I use Python's Datastream DSWS to collect data above the limit of 50 instruments?

Hi @danieluphromes,

For - as an e.g. - a string 'tickers_of_interest_str' (see comment) from 2020-01-01 to 2020-03-01 and the default field ('X'), you can use the below:

# We need pandas in addition to DSWS as ds
import pandas

# We need to split our string of instruments as a list
tickers_of_interest_lst = tickers_of_interest_str.split(",")

# Get 1st instrument's data
df = ds.get_data(tickers = tickers_of_interest_lst[0],
                 fields = ['X'],
                 start = '2020-01-01',
                 end = '2020-03-01').T

# Define a function to get chunks of 50 instrument lots
def chunks(lst, n):
    """Yield successive n-sized chunks from lst."""
    _lst = []
    for i in range(0, len(lst), n):
        _lst.append(lst[i:i + n])
    return _lst

# Use the pre-defined function up to the limit of DSWS - i.e.: 50
tickers_of_interest_chunks = chunks(lst = tickers_of_interest_lst[1:], n = 50)

# Now collect all data and append to df
for i in tickers_of_interest_chunks:
    _df = ds.get_data(tickers = ','.join(i),
                      fields = ['X'],
                      start = '2020-01-01',
                      end = '2020-03-01').T
    df = df.append(_df)

df = df.T

display(df)