C# Eikon API intermittent problems on 15-JUL-2022

DDALY
DDALY
in Eikon Data APIs

Using C# .NET Framework 4.6.1 with EikonDataAPI 0.5.0. Since just before 3AM EST yesterday (15-JUL-2022) I got intermittent empty results back from the GetData() function (see below). It is not dependent on the instrument - it occurred for a whole range of valid RICs. I couldn't reproduce it because, as I say, it was intermittent. Were there any changes on your side? The issue continued intermittently throughout the trading day and the last fail was 5:55PM EST and since then no problem. Please advise if you can think of a reason for this. Thanks, Dermot


series [ None => ABNBA192415000.U; RF.SD.CF_LAST => <missing>; RF.SD.CF_BID => <missing>; RF.SD.CF_ASK => <missing>; RF.SD.CF_DATE => <missing>;  ... ; RF.SD.CLOSE_ASK => <missing>]
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Best Answer

  • DDALY
    DDALY
    Answer ✓

    @Jirapongse, FYI, Eikon team got back with "After further checking with our Incident Resolution Team, there was a known system issue last week where it was now been restored. Currently the root cause is still unknown and still being investigated." so it was backend data and not API.

Answers

  • Jirapongse
    Jirapongse admin

    @DDALY

    Please share the code that you are using.

    I tried to request this field RF.SD.CF_LAST in Eikon Data API Python and .NET and got the same result (NA).

    Python

    1658122782086.png

    .NET

    1658122824162.png


  • DDALY
    DDALY

    Hi @Jirapongse, Here is one of the actual calls which failed (timestamp 2022-07-15 10:40:56.063 EST).

    var ricList = new List<string>() { "KEYT192201700.U", "KH192207000.U", "KHCM192404000.U", "KHCT262203900.U", "KLICM192405000.U", "KM202307000.U", "KMBM202314000.U", "KMBS292213400.U", "KMIM202302000.U", "KMIS222201650.U", "KMIS222201900.U", "KODI162205500.U", "KOG222206200.U", "KOM202305750.U", "KOS222206100.U", "KREA192405700.U", "KREI152305500.U", "KREI302205700.U", "KRNTH192203500.U", "KRNTH192204500.U", "KRNTK182215500.U", "KSSA192402500.U", "KSSA192403750.U", "KSSA192404250.U", "KSSA192405500.U", "KSSA202305750.U", "KSSG152205750.U", "KSSG222202900.U", "KSSG222203200.U", "KSSG222204000.U", "KSSG222205200.U", "KSSH052202800.U", "KSSH052203200.U", "KSSH122202800.U", "KSSH122203200.U", "KSSH262202800.U", "KSSI162202750.U", "KSSM192403000.U", "KSSM192406000.U", "KSSS222204200.U", "KSST262202800.U", "KSSU162202750.U", "KT192206750.U", "LCIDA192401500.U", "LCIDG152201600.U", "LENM192407000.U", "LENM192407750.U", "LMNDA192401500.U", "LMNDA192401750.U", "LMNDA192402250.U", "LMNDA192402500.U", "LMNDG222201600.U", "LMNDG222201900.U", "LMNDG222202000.U", "LMNDG292201700.U", "LMNDG292201900.U", "LMNDG292202000.U", "LMNDG292202200.U", "LMNDH192201600.U", "LMTM202337500.U", "LMTS222241000.U", "LMTS222243000.U", "LNGA192412500.U", "LUM192400500.U", "LUM202300500.U", "LUM202300750.U", "LUMNG222201100.U", "LUMNG222201150.U", "LUMNG292201100.U", "LUMNM192401200.U", "LUMNM202301500.U", "LUMNS152201100.U", "LUMNS222201050.U", "LUMNS222201100.U", "LUMNS292201050.U", "LUMNS292201100.U", "LUMNT052201100.U", "LUMNT192201100.U", "LYBH192209480.U", "LYBM192408480.U", "LYBM202307980.U", "LYBM202309480.U", "LYBT192208980.U", "LYVA192411500.U", "LYVH192208500.U", "MAA192434000.U", "MAA202336500.U", "MAG222232000.U", "MAG222233000.U", "MAG222233500.U", "MAG292231500.U", "MCDM192426000.U", "MCDT052224500.U", "MDBA192427000.U", "MDBA192444000.U", "MDBG222227000.U", "MDBH192228000.U", "MDTH052209000.U", "MDTM192411000.U", "MDTS222209000.U", "MDTT052209000.U", "MEDG152216000.U", "MEDH192217500.U", "MEDS152216000.U", "MEDT192217500.U", "MEDU162209000.U", "MEDU162216500.U", "MEDU162217000.U", "MEDU162217500.U", "MEDU162218500.U", "MEDU162219500.U", "MEDX162218000.U", "MEDX162218500.U", "MELIA192468000.U", "MELIA192470000.U", "MELIa202311900.U", "MELIa202312600.U", "MELIG222270000.U", "MELIG292271000.U", "MELIG292276500.U", "MELII162270000.U", "METAG292217000.U", "METAH122216500.U", "METAH262217000.U", "METAM192410500.U", "METAM192416500.U", "METAM192418000.U", "METAM192419000.U", "METAM192420000.U", "METAM192421000.U", "METAM192422000.U", "METAM192423000.U", "METAM192423500.U", "METAM192424500.U", "METAM202309000.U", "METAM202313000.U", "METAM202316500.U", "METAM202318000.U", "METAM202318500.U", "METAM202319000.U", "METAM202320000.U", "METAM202321000.U", "METAM202322000.U", "METAM202323000.U", "METAS152219000.U", "METAS292217000.U", "METAT122216500.U", "METAT262217000.U", "MKTXH192227000.U", "MKTXH192232000.U", "MKTXL162241000.U", "MMMH192213500.U", "MMMM202316000.U", "MMMS222213100.U", "MMMT192213000.U", "MMPG152204750.U", "MMPH192205000.U", "MMPM202305000.U", "MMPS152204750.U", "MMPT192205000.U", "MOA192403750.U", "MOA192404000.U", "MOG292204600.U", "MOH052204200.U", "MOH122204200.U", "MOI162204000.U", "MOI162204250.U", "MOM202304750.U", "MOM202305000.U", "MOS222204500.U", "MOS292204200.U", "MOS292204500.U", "MOT052204200.U", "MOT122204100.U", "MOT262204200.U", "MPLXG152202900.U", "MPLXH192202900.U", "MPLXM192403443.U", "MPLXS152202800.U", "MPLXS152202900.U", "MPLXT192202900.U", "MPWG152201500.U", "MPWH192201400.U", "MPWH192201500.U", "MPWM202302200.U", "MPWS152201400.U", "MPWS152201500.U", "MPWS152201700.U", "MPWS152201800.U", "MPWT192201400.U", "MPWT192201500.U", "MRKM202308000.U", "MRKS222208600.U", "MRKS222209300.U", "MRVLA202308500.U", "MRVLA202309000.U", "MRVLG292204700.U", "MRVLG292205500.U", "MRVLH052204800.U", "MRVLH052205800.U", "MSCIG152239000.U", "MSCIG152243000.U", "MSCIL162259000.U", "MSTRA192416500.U", "MSTRA202345000.U", "MSTRA202374000.U", "MSTRG152217000.U", "MSTRG292216500.U", "MSTRG292220500.U", "MSTRG292222500.U", "MSTRG292226000.U", "NAVIG152201250.U", "NAVIH192201250.U", "NAVIM192402000.U", "NAVIS152201250.U", "NAVIT192201250.U", "NCRA192403300.U", "NCRA202303000.U", "NCRG152203400.U", "NCRH192202800.U", "NCRH192203100.U", "NETA192410500.U", "NETA192411500.U", "NETG222205200.U", "NETG222207000.U", "NETH122204600.U", "NETH122206000.U", "NFLXA202359000.U", "NFLXF162317000.U", "NFLXG152219000.U", "NFLXG152220500.U", "NFLXI162217500.U", "NFLXM192405000.U", "NFLXM192415000.U", "NFLXM192417000.U", "NFLXM192419000.U", "NFLXM192421000.U", "NFLXM202307000.U", "NFLXM202317000.U", "NKLAA192400500.U", "NKLAH192200600.U", "NOWA192455000.U", "NOWA202352000.U", "NOWG222249500.U", "NOWH052249000.U", "NOWM202358000.U", "NOWS222250000.U", "NRZM202301200.U", "NRZS152201000.U", "NVAXA192403500.U", "NVAXA192404000.U", "NVAXA192404500.U", "NVAXG222203800.U", "NVAXG222204800.U", "NVAXH192204500.U", "NVAXI162204000.U", "NVDAA202327000.U", "NVDAA202329000.U", "NVDAA202331000.U", "NVDAG222216000.U", "NVDAG222219000.U", "NVDAG292215000.U", "NVDAG292216000.U", "NVDAG292217000.U", "NVDAG292218000.U", "NVDAG292219000.U", "NVDAG292222000.U", "NVDAH052215000.U", "NVDAH052216000.U", "NVDAH052218000.U", "NVDAH052218500.U", "NWLG152201800.U", "NWLG152201900.U", "NWLG152202000.U", "NWLH192201800.U", "NWLH192201900.U", "NWLM202302500.U", "NWLM202302700.U", "NWLM202303000.U", "NWLS152201800.U", "NWLS152201900.U", "NWLS152202000.U", "NWLT192201800.U", "NWLU162201800.U", "NYCBG152200900.U", "NYCBG152201000.U", "NYCBH192200800.U", "NYCBH192200900.U", "NYCBM202301500.U", "NYCBS152200900.U", "NYCBT192200800.U", "NYCBT192200900.U", "OG152206500.U", "OHIG152202700.U", "OHIG152202800.U", "OHIH192202800.U", "OHIM192403000.U", "OHIM202303200.U", "OHIM202303500.U", "OHIS152202700.U" };
    var fields = new List<string>() { "CF_LAST", "CF_BID", "CF_ASK",
                                                    "CF_DATE", "CF_VOLUME", "UNDERLYING",
                                                    "TR.BIDPRICE", "TR.ASKPRICE",
                                                    "CLOSE_BID", "CLOSE_ASK" };
    data = eikon.GetData(ricList, fields);

    The value of data.Rows[0] was:-

    series [ None => KEYT192201700.U; RF.SD.CF_LAST => <missing>; RF.SD.CF_BID => <missing>; RF.SD.CF_ASK => <missing>; RF.SD.CF_DATE => <missing>;  ... ; RF.SD.CLOSE_ASK => <missing>]

    NOTE that there isn't even an "Instrument" header for the RIC. I tried various limits on the no. of RICs from 2000 down to 100 but the issue still occurred intermittently (sometimes working and sometimes failing for the exact same RIC+field requests). My program runs every 30 mins and the issue occurred from 2022-07-15 02:55 EST --> 2022-07-15 17:55 EST and since then no problem.

  • Jirapongse
    Jirapongse admin

    @DDALY

    I can't replicate this issue.

    1658137690757.png

    I am not sure why the field names have been changed to RF.SD.xxx.

    If the problem occurs intermittently, it could be a problem in Eikon, not API.

    As mentioned in this article, the best way to verify this issue is to enable the debug log in the API. Otherwise, you can run the same request in Python to verify the response.



  • DDALY
    DDALY

    Ok thanks @Jirapongse. Yes I can't replicate it either anymore (working fine since Fri evening). I'll check with general Eikon support to see if there were any changes on their side during that timeframe and if it happens again I'll try the debug log and/or the Python request.

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