Hi All,
I recently noticed an issue when retrieving history data through the Access Layer or Content Layer functions of the Data Platform Libraries for a list of RICs. There seems to be an abnormally massive wait time (I stop the application from running after 5 minutes). I am forced to revert back to using the Eikon API since that works and retrieves the data within seconds.
The issue occurs when passing a list of 17 RICs. Even if iterated over individually, it still causes an issue. Below is the code for the Access Layer and Content Layer which does not work, finally followed by the code for the Eikon API which works without any issues.
Package being used: refinitiv-data==1.0.0b16
Connection Type: Desktop Session
Access Layer - Not Working
df_result = rd.get_history( universe=ric, start=sDate, end=eDate, interval='tick', fields=['TRDPRC_1', 'TRDVOL_1'] )
Content Layer - Not Working
result = historical_pricing.events.Definition( universe=ric, start=sDate, end=eDate, fields=['TRDPRC_1', 'TRDVOL_1'] ).get_data()
Eikon API - Working Fine
df_result = ek.get_timeseries( rics=ric, start_date=sDate, end_date=eDate, interval='tick', fields=['Timestamp', 'value', 'Volume'], raw_output=True )
Some help on this would be greatly appreciated. Do let me know if you need anymore information which could help with this.
More Information:
Start/End Date
startDate = '7/14/2022 2:30 PM' endDate = '7/14/2022 3:01 PM' startDate = datetime.strptime(startDate , '%m/%d/%Y %I:%M %p') endDate = datetime.strptime(endDate , '%m/%d/%Y %I:%M %p') sDate = startDate.astimezone(pytz.UTC).replace(tzinfo=None) eDate = endDate.astimezone(pytz.UTC).replace(tzinfo=None)
List of RICs
rics_underlying = ["ADCB.AD", "ADNOCDIST.AD", "AIRA.DU", "ALDAR.AD", "ARMX.DU", "DEWAA.DU", "DFM.DU", "DISB.DU", "DINV.DU", "DU.DU", "EMAR.DU", "EMAARDEV.DU", "ENBD.DU", "ETISALAT.AD", "FAB.AD", "GFH.DU", "SHUA.DU"]