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The record could not be found' for the instrument 'TYC1=CTD'

ek.get_data() stopped working this working (same code used to work for about 1.5 years):

Exception: [{'code': 251658243, 'col': 1, 'message': "'The record could not be found' for the instrument 'TYC1=CTD'", 'row': 0}, {'code': 251658243, 'col': 2, 'message': "'The record could not be found' for the instrument 'TYC1=CTD'", 'row': 0}, {'code': 251658243, 'col': 3, 'message': "'The record could not be found' for the instrument 'TYC1=CTD'", 'row': 0}, {'code': 251658243, 'col': 1, 'message': "'The record could not be found' for the instrument 'AULC1=CTD'", 'row': 1}, {'code': 251658243, 'col': 2, 'message': "'The record could not be found' for the instrument 'AULC1=CTD'", 'row': 1}

and so on.

Fields are ["CF_NAME", "MATUR_DATE", "COUPN_RATE"], RICs:

["TYc1=CTD", "AULc1=CTD", "FVc1=CTD", "FVc2=CTD", "TYc2=CTD", "AULc2=CTD", "TUc1=CTD", "TUc2=CTD"].

I can see this data in excel, so shouldn't be a permissions issue.

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hello @ralbanese ,

The fix has been released, could you please retry running the code?

below is the screenshot of the code output I just got.

fixed.png


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Hi @ivan.cherkasov ,

Take care that RICs are case sensitive.

Replace "TYC1_CTD" with "TYc1=CTD", "AULC1=CTD " with "AULc1=CTD", ..., it should work.

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It is in correct case: ["TYc1=CTD", "AULc1=CTD", "FVc1=CTD", "FVc2=CTD", "TYc2=CTD", "AULc2=CTD", "TUc1=CTD", "TUc2=CTD"]. However it is uppercased in the error message for some reason.

Here is a minimalistic repro:

>>> ek.get_data(["TYc1=CTD"], ["CF_NAME", "MATUR_DATE", "COUPN_RATE"])
(  Instrument  CF_NAME  MATUR_DATE  COUPN_RATE
0   TYc1=CTD      NaN         NaN         NaN, [{'code': 251658243, 'col': 1, 'message': "'The record could not be found' for the instrument 'TYC1=CTD'", 'row': 0}, {'code': 251658243, 'col': 2, 'message': "'The record could not be found' for the instrument 'TYC1=CTD'", 'row': 0}, {'code': 251658243, 'col': 3, 'message': "'The record could not be found' for the instrument 'TYC1=CTD'", 'row': 0}])
>>>

+

>>> ek.__version__
'1.1.2'

But, again, exactly the same code used to work for 1.5 years until this morning.


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Actually, it seems quite strange:

>>> ek.get_data(["TSLA.O", "tsla.O"], ["CF_NAME", "MATUR_DATE", "COUPN_RATE"])
(  Instrument      CF_NAME  MATUR_DATE  COUPN_RATE
0     TSLA.O  TESLA INC/d         NaN         NaN
1     tsla.O  TESLA INC/d         NaN         NaN, [{'code': 251658244, 'col': 2, 'message': "Error: Field 'MATUR_DATE' was not found in response for the instrument 'TSLA.O'", 'row': 0}, {'code': 251658244, 'col': 3, 'message': "Error: Field 'COUPN_RATE' was not found in response for the instrument 'TSLA.O'", 'row': 0}, {'code': 251658244, 'col': 2, 'message': "Error: Field 'MATUR_DATE' was not found in response for the instrument 'TSLA.O'", 'row': 1}, {'code': 251658244, 'col': 3, 'message': "Error: Field 'COUPN_RATE' was not found in response for the instrument 'TSLA.O'", 'row': 1}])

I didn't expect to see CF_NAME populated for a RIC with wrong case, "tsla.O", but it was.

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Same for other continuous RICs:

>>> ek.get_data(["LCOc1"], ["CF_NAME"])
(  Instrument  CF_NAME
0      LCOc1      NaN, [{'code': 251658243, 'col': 1, 'message': "'The record could not be found' for the instrument 'LCOC1'", 'row': 0}])
>>>

Did smth. change on the backend today?

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A colleague of mine tried these code snippets in workspace with the same result. So looks like a global problem.


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Hello @ivan.cherkasov ,

This seems to be an API issue so, ticket number 10427295 was raised on your behalf to check this, you may follow an update of the investigation/fix from the ticket.

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It seems like backend is having an issue with continuation rics. Can retrieve data SX1 but not for Sc1.

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