reaching the limit
I am trying to run
#There are 131 companies
screen = SCREEN.express.universe(Equity(active=True, public=True, primary=True)) \
.conditions(FORMULA('TR.AvgDailyValTraded3M', '>5000000'), IN('TR.CoRTradingCountryCode', 'BR'),
NOT_IN('TR.TRBCEconomicSector', 'Financials'),
NOT_IN('TR.TRBCEconomicSector', 'Real Estate')) \
.currency('BRL').query
#Quarterly
df1, err1 = ek.get_data(
instruments=screen,
fields=['TR.F.RevGoodsSrvc/TR.F.TotAssets',
'TR.F.EBITDA/TR.F.RevGoodsSrvc',
'TR.F.IncAvailToComShr/TR.F.ComEqTot',
'TR.F.IncAvailToComShr/TR.F.TotAssets',
'TR.F.NetDebt/TR.F.TotAssets',
'TR.F.CURRRATIO',
'TR.F.NetCFOpPerShrTTM',
'TR.F.EBIT.periodenddate',
'TR.F.EBIT.calcdate'],
parameters=
{
'SDate': '2008-01-01',
'EDate': '0D',
'Period': 'LTM',
'Frq': 'FQ',
'Curn': 'BRL'
}
)
#Monthly
df_multiples, err_multiples = ek.get_data(
instruments=screen,
fields=['TR.EVToSales',
'TR.EVToSales.date',
],
parameters=
{
'SDate': '2008-01-01',
'EDate': '0D',
'Period': 'LTM',
'Frq': 'CM',
'Curn': 'BRL'
}
)
#Monthly
df_price, err_price = ek.get_data(
instruments=screen,
fields=['TR.CLOSEPRICE',
'TR.CLOSEPRICE.date'
],
parameters=
{
'SDate': '2008-01-01',
'EDate': '0D',
'Frq': 'CM',
'Curn': 'BRL'
}
)
#Daily
df_vol, err_vol = ek.get_data(
instruments=screen,
fields=['TR.CLOSEPRICE',
'TR.CLOSEPRICE.date'
],
parameters=
{
'SDate': '2008-01-01',
'EDate': '0D',
'Frq': 'D',
'Curn': 'BRL'
}
)
I am getting the error below:
eikon.eikonError.EikonError: Error code 2504 | UDF Core request failed. Gateway Time-out
I know there is a daily limit for Eikon API, however, I would like to know how to circumvent this issue.
Using the screen code, I only can run the code at once. Could I run splitting this code?
Request per each interval?
How many companies per interval?
Thanks in advance
Best Answer
-
Sorry for the issue you are facing, let me see if I can help you in resolving this.
It is not effective to use a screener in every request. The first request should be used to get a list of RICs from that screener.
rics, err1 = ek.get_data(
instruments=screen,
fields=['TR.CommonName'])
ricsThen, use rics["Instrument"].to_list() in the subsequent requests.
df2, err1 = ek.get_data(
instruments=df1["Instrument"].to_list(),
fields=['TR.F.RevGoodsSrvc/TR.F.TotAssets',
'TR.F.EBITDA/TR.F.RevGoodsSrvc',
'TR.F.IncAvailToComShr/TR.F.ComEqTot',
'TR.F.IncAvailToComShr/TR.F.TotAssets',
'TR.F.NetDebt/TR.F.TotAssets',
'TR.F.CURRRATIO',
'TR.F.NetCFOpPerShrTTM',
'TR.F.EBIT.periodenddate',
'TR.F.EBIT.calcdate'],
parameters=
{
'SDate': '2008-01-01',
'EDate': '0D',
'Period': 'LTM',
'Frq': 'FQ',
'Curn': 'BRL'
}
)
df2For the limitations, please refer to the Eikon Data API Usage and Limits Guideline.
According to the error message, it could be a timeout on the server.
For the last request (Daily), please try to split requests for a few years instead.
df_vol, err_vol = ek.get_data(
instruments=rics["Instrument"].to_list(),
fields=['TR.CLOSEPRICE',
'TR.CLOSEPRICE.date'
],
parameters=
{
'SDate': '2020-01-01',
'EDate': '0D',
'Frq': 'D',
'Curn': 'BRL'
}
)
df_volI hope this will help.
0
Answers
-
Thanks
@Jirapongse . I will keep in touch with you.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
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛