Refinitiv Data Library for Python: Error code 429

Ryan Lo
Ryan Lo
in Refinitiv Data Platform Libraries

Hello,

I'm using the Refinitiv data library for python. In particular, I'm using the following function and have been getting some errors for too many requests.

Using rd.get_history(), we were pulling data for a total of 6,458 RICs, separating the requests out into loops of 100 RICs and 3 fields. We've only submitted around 100 requests before we got the following:

RDError: Error code 429 | Too many requests, please try again later.

The code is follows:

fields_TS = ['B_YLD_1','OAS_BID','AST_SWPSPD']

df1 = []
counter = 0
RICS_per_loop_TS = 100

for k in range(0, len(RICs), RICS_per_loop_TS):
    batch = RICs[k:k+RICS_per_loop_TS]
    counter = counter+1

    # loop for the same set of RICs but for all of the fields in fields_TS
    for i in range(3):
        df0 = pd.DataFrame()
        df0 = rd.get_history(
            instr = batch,
            start = "2016-07-23",
            end   = "2024-07-23",
            fields     = fields_TS[i],
            interval   = '1W'
            )
        time.sleep(0.25)
        df1.append(df0)

I have removed all the irrelevant bits of code, but essentially in every loop we pull data for 100 RICs, and we have 3 separate requests for each field.


The API was also only returning a response around every 30 seconds, and this was working consistently at a regular speed for around 100 requests for about 45 minutes, so I would assume this is a daily limit that we've ran into.

But I also don't think I've reached the 10,000 daily request limit (given I've not submitted more than 200 requests today). The file only added up to around 65MB after 45 minutes so I don't think we've reached the daily volume limit either.

I would really appreciate it if you could help us out!

Thank you!

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @Ryan Lo

    Thank you for reaching out to us.

    Although you are using a batch with the get_history method to get historical real-time fields, internally it will send one request per item

    For example, if the batch size is 100, a call to the get_history method will send 100 requests.

    I am not sure this is why the code reaches the API limits.


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