Error when using get_timeseries()

renee.yao
renee.yao
in Eikon Data APIs

Hi there

I am currently trying to implement a python program to download time series data through Eikon Scripting API. For example, I want to download the minute-by-minute high price for certain US stocks (e.g. IBM, AAPL.O). The code is pretty straightforward, such as 

tmp = ek.get_timeseries(chunk, fields=field, 
                                   start_date=today, end_date=dt.datetime.utcnow(),
                                   interval='minute', corax='adjusted',
                                   raw_output=True)

where `chunk` is `['IBM', 'AAPL.O']`. In practice, I want to download as many stocks as possible, hence the length of `chunk` can be >1000.

However, I am running into the following error:

... File "C:\ProgramData\Anaconda2\lib\site-packages\eikon\time_series.py", line 155, in get_timeseries
    result = eikon.json_requests.send_json_request(TimeSeries_UDF_endpoint, payload, debug=debug)
  File "C:\ProgramData\Anaconda2\lib\site-packages\eikon\json_requests.py", line 82, in send_json_request
    check_server_error(result)
  File "C:\ProgramData\Anaconda2\lib\site-packages\eikon\json_requests.py", line 130, in check_server_error
    raise requests.HTTPError(error_message, response=server_response)
HTTPError: Failed to deserialize backend response: invalid character 'E' looking for beginning of value

The most weird part is that, with the same code, I only run into this error sporadically, hence I am guessing I am hitting some kind of limit?

Thanks!

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    The error comes from the Web service delivering timeseries data, and it's not related to any limits. I can easily reproduce the error requesting a single row for a single RIC:
    ek.get_timeseries('AAPL.O', count=1, interval='minute')
    The issue seems to be limited to certain RICs and certain time periods, e.g. I have no problem retrieving
    ek.get_timeseries('IBM', count=1, interval='minute')
    or
    ek.get_timeseries('AAPL.O',count=1, end_date='2017-09-29T10:44:25.500903-04:00' , interval='minute').
    However
    ek.get_timeseries('AAPL.O',count=1, end_date='2017-09-29T14:44:25.500903-04:00' , interval='minute')
    and
    ek.get_timeseries('CSCO.O',count=1, end_date='2017-09-28T14:44:25.500903-04:00' , interval='minute')
    return the same error.
    The issue also seems to be intermittent. A few minutes after I wrote the above I no longer reproduce the error with the exact calls I used to reproduce it before.
    I'm escalating the issue.

Answers

  • renee.yao
    renee.yao

    Thanks Alex! So in the meantime, shall I just bet on my luck, and use 'try' clause to attempt multiple times?

  • renee.yao
    renee.yao

    Just a followup:

    I still rely on 'luck' to get the minute-by-minute data, for >2000 stocks that I am tracking. In order to increase my odd, I simply use 'try... except...' clause to make multiple attempts. I will set the timeout to be 10 seconds, in order to avoid the 'request timeout' error (which I've seen couple times).

    So far, I am able to download the minute-by-minute data, for 1000 stocks, in one get_timeseries() function call (sometimes after multiple attempts).

    However, I do see a lot of 'nan's in the downloaded data, I will open a new thread to describe the details.

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