What counts as one single request in get_timeseries()?
Say I am trying to get daily historical prices for two RICs; AAPL.O and MSFT.O. If I submit a request with a list of RICS, does that count as one request or two requests towards the daily limit?
# List of RICs (counts as one or two requests?)
prices = ek.get_timeseries(["AAPL.O", "MSFT.O"], start_date="1990-01-01", end_date="2000-01-01", interval='daily')
# Two separate RICs (counts as two requests!)
aapl = ek.get_timeseries(["AAPL.O", ], start_date="1990-01-01", end_date="2000-01-01", interval='daily')
msft = ek.get_timeseries(["MSFT.O"], start_date="1990-01-01", end_date="2000-01-01", interval='daily')
I actually have a very long list of symbols (few thousand) and would like to limit the number of requests to stay under the daily limit.
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Best Answer
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Refer to answers in this thread, the request that has a list of RICs counts as one request.
However, in addition to this limit, there are other limits. For example, the get_timeseries method has datapoints limit per request.
get_timeseries: The current limit value (10-Oct-2019) is 3,000 data points (rows) for interday intervals and 50,000 data points for intraday intervals. This limit applies to the whole request, whatever the number of requested instrument.
For more information, please refer to EIKON DATA API USAGE AND LIMITS GUIDELINE.
To retrieve time-series data, you may use the get_data method instead, as mentioned in this thread.
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