Fetching Data For Multiple Tickers At The Same Time (Limits?)

Aleniles
Aleniles
in Datastream

Hello, given the following code:

# Initializations
df_daily = pd.DataFrame()

# Set Start and End Dates with the following format "yyyy-mm-dd"
StartDate = "1969-12-31" #Set start date
EndDate = "2023-04-11"   #Set end date

Tickers = 'DPL#(MSJPAN$(MSPI),9),DPL#(MSJPAN$(MSRI),9),DPL#(MSEMUI$(MSPI),9),DPL#(MSEMUI$(MSRI),9),DPL#(MSEROP$(MSPI),9),DPL#(MSEROP$(MSRI),9'

# Set The Frequency Of The Data
Freq = 'D'

if Freq == 'D':    
        # Fetch daily data and add 1 period return               
        df_daily = ds.get_data(tickers=Tickers, start=StartDate, end=EndDate, freq=Freq)


with that ds.get_data function, how many tickers (reference prices) can I fetch at the same time with that instruction ? Is there a limit (because I had some limitation / errors when I inserted eg more than 20 tickers) ? Is the limit based on the total data points fetched per instruction or is just a limit per number of tickers ? Or there is a "string" length limit for the variable "Tickers" ?

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Best Answer

  • aramyan.h
    aramyan.h
    Answer ✓

    Hi @Aleniles ,


    Thank you for you question, you may find Datastream API limits in the Datastream Web Service Desktop usage stats and limits document here.


    Best regards,

    Haykaz

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