Eikon: HTTP request failed: EikonError-UDF Core request failed. Gateway Time-out only this morning

I run a daily script downloading portfolio data and this morning I got multiple times with multiple different RICS the following error message from pyhton eikon api:



21-03-03 10:02:01,809] {bash_operator.py:157} INFO - get_timeseries( rics = ["EPHE.NB"]
[2021-03-03 10:02:01,809] {bash_operator.py:157} INFO - , interval= "daily"
[2021-03-03 10:02:01,809] {bash_operator.py:157} INFO - , interval= "tradingdays"
[2021-03-03 10:02:01,809] {bash_operator.py:157} INFO - , fields = ["TIMESTAMP","VOLUME","HIGH","LOW","OPEN","CLOSE"]
[2021-03-03 10:02:01,809] {bash_operator.py:157} INFO - , start_date = "2011-01-01T01:00:00"
[2021-03-03 10:02:01,809] {bash_operator.py:157} INFO - , end_date = "2021-03-03T01:00:00"
[2021-03-03 10:02:01,809] {bash_operator.py:157} INFO - , normalize = True
[2021-03-03 10:02:01,809] {bash_operator.py:157} INFO - )
[2021-03-03 10:02:20,889] {bash_operator.py:157} INFO - 2021-03-03 10:02:20,888 P[79800] [MainThread 115260] UDF Core request failed. Gateway Time-out
[2021-03-03 10:02:20,889] {bash_operator.py:157} INFO - 2021-03-03 10:02:20,888 P[79800] [MainThread 115260] HTTP request failed: EikonError-UDF Core request failed. Gateway Time-out

Best Answer

  • @laurens you could try switching to RDP see code below:

    df1 = rdp.get_historical_price_summaries(universe = "VOD.L",                                          interval = rdp.Intervals.DAILY,                                          start="2011-01-01T01:00:00",                                          end="2021-03-03T01:00:00",                                          fields = ['ACVOL_UNS','HIGH_1','LOW_1','MKT_OPEN','TRDPRC_1']) 

    df1

    But be careful about checking the results as these services differ in terms of default settings - eg in get_timeseries default return is unadjusted where in rdp it is adjusted for capital changes. Also its strange I tried it with thee RIC you used 'EPHE.NB' was erroring for me as I am not permissioned for that - but this all works assuming you are permissioned. For the RDP settings you can see more in the API playground swagger guide:

    adjustments

    array[string]


    (query)

    The list of adjustment types (comma delimiter) that tells the system whether to apply or not apply CORAX (Corporate Actions) events or exchange/manual corrections to historical time series data.

    • If unspecified, the response will be controlled by each back-end service with the proper adjustments in the response so that the clients know which adjustment types are applied by default. In this case, the returned data will be applied with exchange and manual corrections as well as being applied with CORAX adjustments.
    • If specified, it means that the clients want to get some specific adjustment types applied or even unadjusted.

    Normally, the back-end should strictly serve what clients need. However, if the back-end cannot support them, back-end can still return the form that the back-end supports with the proper adjustments in the response together with status block (if applicable) instead of an error message.

    The supported values of adjustments :

    • unadjusted - Not apply both exchange/manual corrections and CORAX
    • exchangeCorrection - Apply exchange correction adjustment to historical pricing
    • manualCorrection - Apply manual correction adjustment to historical pricing i.e. annotations made by content analysts
    • CCH - Apply Capital Change adjustment to historical Pricing due to Corporate Actions e.g. stock split
    • CRE - Apply Currency Redenomination adjustment when there is redenomination of currency
    • RPO - Apply Reuters Price Only adjustment to adjust historical price only not volume
    • RTS - Apply Reuters TimeSeries adjustment to adjust both historical price and volume

    Notes:

    1. Summaries data will always have exchangeCorrection and manualCorrection applied. If the request is explicitly asked for uncorrected data, a status block will be returned along with the corrected data saying "Uncorrected summaries are currently not supported".
    2. unadjusted will be ignored when other values are specified.

    Limitations:
    Adjustment behaviors listed in the limitation section may be changed or improved in the future.

    1. In case of any combination of correction types is specified (i.e. exchangeCorrection or manualCorrection), all correction types will be applied to data in applicable event types.
    2. In case of any combination of CORAX is specified (i.e. CCH, CRE, RPO, and RTS), all CORAX will be applied to data in applicable event types.

    Available values : unadjusted, exchangeCorrection, manualCorrection, CCH, CRE, RPO, RTS

Answers

  • @laurens Sorry to hear this - unfortunately these are server side timeouts usually due to load. The only way round these currently is to re-present the call that has failed. I will ask a member of the product team to add a comment here. I hope this can help.

  • @jason.ramchandani Many thanks for your response. I am wondering if switching from eikon to rdp would bring any improvement here?