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I assumed that you are using the httpx version 0.20.0.
I got the same error when using the Eikon Data API with the httpx 0.20.0.
Please downgrade the version of the httpx to 0.19.0
pip install httpx==0.19.0
You can verify the httpx version by using the following command.
C:\>pip show httpx Name: httpx Version: 0.19.0 Summary: The next generation HTTP client. Home-page: https://github.com/encode/httpx Author: Tom Christie Author-email: firstname.lastname@example.org License: BSD Location: c:\python37\lib\site-packages Requires: rfc3986, charset-normalizer, httpcore, sniffio, certifi Required-by: refinitiv-dataplatform, eikon
Did you run the Eikon/Workspace application? Please be informed that The Eikon/Workspace application integrates a Data API proxy that acts as an interface between the Eikon Data API Python library and the Eikon Data Platform. For this reason, the Eikon/Workspace application must be running when you use the Eikon Data API Python library.
If the Eikon/Workspace application is already running, I suggest you try the steps on this Eikon Data API(Python) Troubleshooting article.