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Value and code retrieval using Eikon Python API

RICs.csv - the file containing a sample of 9000+ RICs (I need to run my code on a different file with 100,000 RICs, but for your experimentation purposes it will be easier to run the code on this file).

RDP Code to optimize - includes an RDP code that fails to work. Please note that I want to recover the data specifically with rdp.historical_pricing.summaries because there are some RICs whose data can only be retrieved with this code.

Here are the fields I want to recover:

  • bond fields: mid yield, mid price, ask price, ask yield, bid yield, bid price, ratings, transaction volume.
  • dates: 2016 Jan 1 - 2021 Dec 31
  • interval: monthly

Sample Output - Eikon.csv - includes a sample output generated through the eikon library. In other words, I want to have the code with rdp.historical_pricing.summaries that retrieves output of this type because with rdp.historical_pricing.summaries might add additional data that is not being retrieved by eikon libraries (as you can see, there are several N/As in the output).

For now I would only kindly ask you to provide a sample code for the RDP library or edit mine (with rdp.historical_pricing.summaries). I solved the issue with rd.get_data myself.

eikon-data-apirdp-apipython apirdp
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1 Answer

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Hello @MaeAnthea.Diaz ,

I have found that a very similar requirement was discussed on the dev forums before, please see this previous discussion thread.

If the issue the error that the client is facing is timeout? then as discussed in more detail in the linked thread, the approach that is likely to work best is:

  1. Obtain and use the latest RD library
  2. Partition the required list into sublists, a.k.a. "chunking"
  3. Request the required content for each sub-list, iterating through them and saving the result
  4. Assemble or concatenate the obtained results

You may wish to encourage the developer you are working with to register on dev portal, and participate in dev forums directly.

Hope that this helps

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