EIkon API: request time series data for a list of RICs
I am in trouble with request limitation when requesting time-series data for a list of RICs.
I have a list of RICs (around 20,000 RICs), for each of RICs, I want to retrieve data (for example, close price) for a range of 30 days (i have start day, end day and these are different among RICs).
I currently retrieve each RICs step by step (with loop), and I see the notification of daily request limitation.
Here is my question:Is there any other way to do this? To reduce the amount of requests executed, or It is just one way to wait until tomorrow to continue?
It is possible in Eikon to create a list - put all RICs with different ranges of days in that list and do the request?
Best Answer
-
Please refer to API limitation guideline at https://developers.refinitiv.com/en/api-catalog/eikon/eikon-data-api/documentation
For example, get_timeseries() returns at most 3000 rows for interday requests, which means you can only request 100 RICs x 30 days in one request.
For the list define in Eikon, please refer to https://developers.refinitiv.com/en/article-catalog/article/eikon-data-api-cheat-sheet at 11. Portfolios and Lists
ListData,err = ek.get_data("List('test-list1')",['TR.RIC'])
RICs = ListData['Instrument'].tolist()1
Answers
-
thank you for the answer!
0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛