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sdittmar avatar image
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Does RD still break up requests for multiple RICs?

Do rd.get_history() calls with multiple securities still get broken up into separate single requests in the background?

In the past there was no effective trade-off or benefit (from a user perspective) to use multiple RICs and save on the number of requests that hit the Refinitiv server. Has that changed yet? Or will that change once RD comes out of beta?

The raw_output=True request in ek.get_timeseries() was a very effective way of running lighter on the server but unfortunately the ek interface does not allow to split out normal from pre+post session data (and the ek data in the US is full of errors anyways).

So, any update on rd.get_history() for multiple securities?

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nick.zincone avatar image
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Hi @sdittmar

The rd.get_history() only wraps functionality around the endpoints that provide events and summaries data. Unfortunately, neither the Access layer nor Content have convenient wrappers around the multi RIC historical pricing endpoints. However, you can request and access via the Delivery layer.

For example, we do demonstrate how to utilize the Endpoint interface available within Delivery layer. While the Endpoint interface is extremely flexible, it does not package up the response in a nicely formatted dataframe - the data returned is in Json.

The specific endpoints of interest are:

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sdittmar avatar image sdittmar

Hi Nick,

That is very helpful, thanks! Let me see if I can find my way through that thicket, but definitely a good starting point. Json is the least of my concerns...

Kind regards,

Stefan

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nick.zincone avatar image
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Hi @sdittmar

The rd.get_history() is a wrapper around the RDP Historical Pricing endpoints that provide events and summaries data. Presently, these endpoints only support the ability to request and retrieve a single RIC from the backend. So, the rd.get_history() will still break up your request into multiple, single requests. That being said, there are presently Historical Pricing endpoints that do allow the specification of multiple RICs, however, these services only provide the latest event or latest summary record for each RIC - something that may not be desirable.

As for the ability to support multiple RICs for events and summaries data? I would suggest you reach out to the Refinitiv Helpdesk - they can involve a content specialist around this service and whether or not there will be support for this feature.

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sdittmar avatar image sdittmar

Hi Nick,

Thank you for your response. Latest Event or Latest Summary sounds very much desirable. Could you be a bit more specific or point me to the right direction?

I am fairly familiar with the Eikon, RDP and RD libraries. Unfortunately, only the RD library delivers clean (of spikes) intraday data for the US. Content guys are well aware of the issue, and they pointed me to the RD library, which works.

Did you mean rd.get_data(), or are you talking about endpoints some layer further down the "Onion"?

Thanks,

Stefan

nick.zincone avatar image nick.zincone sdittmar
Hi @sdittmar,

The RD libraries are layered. That is, at the top, you have the Access layer. This is where you see simple, intuitive function calls like get_history() and get_data(). Below that is the Content layer. Here you are offered a wider range of interfaces to the many endpoints available within RDP. It provides more details around return results, http responses, etc. And at the bottom, you have the Delivery Layer. At this layer, the library doesn't understand the concept of endpoints, business logic etc. However, it does allow you to access pretty much any endpoint within RDP.

I've also included a more specific answer (see inline) to the direction you could take to access these other endpoints I mentioned above.

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