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daniel.burns avatar image
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Hello I'm not sure if I'm a hitting some sort of API Limit in EIKON when running my for loop for each 'RIC' needed using python.

here is my original for loop that i am limiting to only 50 Rics and still not getting the correct data set.

API_Key = ek.set_app_key('hidden')

fields=['Timestamp','Value']

start1 = (date.today()-timedelta(days=20*365)).strftime('2020-01-01')

end1 = date.today().strftime('%Y-%m-%d')


rng = pd.date_range(start= start1 ,end=end1 ,freq='D')

Calendar= pd.DataFrame({ 'Date': rng})

TR1_50_Rics=["TD-ABM-CPT","TD-ABM-DUR","TD-ABM-HOU","TD-ABM-INC","TD-ABM-JGA","TD-ABM-LAV","TD-ABM-LIT","TD-ABM-PHL","TD-ABM-RDM","TD-ABM-SIN","TD-ABM-FAW","TD-ABM-FAW2","TD-ABM-FAW3","TD-ABM-LIV","TD-ABM-LIV2","TD-ABM-LIV3","TD-ABM-RDM2","TD-ABM-RDM3","TD-ABM-VNT","TD-ABM-VNT2","TD-ABM-VNT3","TD-ABM-TLL","TD-ABM-TLL2","TD-ABM-TLL3","TD-ABM-BRB","TD-ABM-AUG","TD-ABM-AUG2","TD-ABM-AUG3","TD-ABM-LAV2","TD-ABM-CHI","TD-ABM-CHI2","TD-ABM-CHI3","TD-ABM-KIK","TD-ABM-KIK2","TD-ABM-KIK3","TD-ABM-YPG","TD-ABM-YPG2","TD-ABM-YPG3","TD-ABM-NGB","TD-ABM-NGB2","TD-ABM-NGB3","TD-ABM-TNJ","TD-ABM-TNJ2","TD-ABM-TNJ3","TD-ABM-SIN2","TD-ABM-SIN3","TD-ABM-SRI","TD-ABM-SRI2","TD-ABM-SRI3","TD-ABM-MTP"]


Transport_df_1 = []

for TR1_50_Ric in TR1_50_Rics:

Temp_Prod_df_1 = ek.get_timeseries(TR1_50_Rics,

fields,

start1,

end1,

normalize=True)

Temp_Prod_df_1= Calendar.merge(Temp_Prod_df_1,on='Date',how='left')

Temp_Prod_df_1['Weekday'] = Temp_Prod_df_1.apply(lambda x :x.Date.weekday(), axis=1)

Temp_Prod_df_1= Temp_Prod_df_1.rename(columns={'Security' : 'EIKON_RIC','Value' : 'Close'})

Temp_Prod_df_1 = Temp_Prod_df_1[['Date', 'EIKON_RIC','Close','Weekday']]

Temp_Prod_df_1['Close'] = Temp_Prod_df_1.Close[Temp_Prod_df_1.Weekday <= 5].fillna(method='pad')

Temp_Prod_df_1['Close'] = Temp_Prod_df_1.Close[~Temp_Prod_df_1.Weekday <= 5].fillna(method='bfill')

Temp_Prod_df_1['EIKON_RIC'] = Temp_Prod_df_1.EIKON_RIC[Temp_Prod_df_1.Weekday <= 5].fillna(method='pad')

Temp_Prod_df_1['EIKON_RIC'] = Temp_Prod_df_1.EIKON_RIC[~Temp_Prod_df_1.Weekday <= 5].fillna(method='bfill')

Transport_df_1.append(Temp_Prod_df_1)

Final_Transport_df = pd.concat(Transport_df_1)

Final_Transport_df= Final_Transport_df[['Date', 'EIKON_RIC','Close']]

Final_Transport_df=Final_Transport_df.drop_duplicates().dropna()

Here is my test to see if the data is coming back correctly.

xx = ek.get_timeseries(["TD-ABM-CPT","TD-ABM-DUR","TD-ABM-HOU","TD-ABM-INC","TD-ABM-JGA","TD-RDM2-SIN"],

fields,

start1,

end1,

normalize=True)


Thank you.


api-limits
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raksina.samasiri avatar image   raksina.samasiri

hi @daniel.burns

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

Jirapongse avatar image   Jirapongse

@daniel.burns

Hi,

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

Thanks,

AHS

3 Answers

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Jirapongse avatar image
79.1k ●250 ●52 ●74

@daniel.burns

From the code, you need to use TR1_50_RIC instead of TR1_50_Rics when calling the get_timeseries method.

Transport_df_1 = []

for TR1_50_Ric in TR1_50_Rics:
    Temp_Prod_df_1 = ek.get_timeseries(TR1_50_Ric, fields, start1, end1, normalize=True)
...
   
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Upvotes
jason.ramchandani01 avatar image
10.2k ●18 ●6 ●9

@daniel.burns This is returning for me fine:

fields=['Timestamp','Value']
start1 = datetime(2020,1,1).strftime('%Y-%m-%d')
end1 = datetime.today().strftime('%Y-%m-%d')


xx = ek.get_timeseries(['TD-ABM-CPT','TD-ABM-DUR','TD-ABM-HOU','TD-ABM-INC','TD-ABM-JGA','TD-RDM2-SIN'],fields,start1,end1,normalize=True)
xx

Are you able to run this code and get the same result?

Screenshot 2021-10-01 at 16.57.21.png


screenshot-2021-10-01-at-165721.png (49.2 KiB)
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daniel.burns avatar image
1 ●0 ●0 ●1

Yes i am getting the same results...but the problem is happening in my for loop. the screen shot you shared was my testing the results of my for loop

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