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question

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Inconsistent Data release

A request works for a particular RIC. But the same request fails for another RIC for the same asset class.

eg. for CLc1, I do get the expected time series output. Attaching an R output:

[1] "Request *************************************"

{"Entity":{"E":["TimeSeries"],"W":{"rics":[["CLc1"]],"fields":[["*"]],"interval":["hour"],"startdate":["2017-01-01T05:30:00"],"enddate":["2017-12-27T15:00:00"]}}}

[1] "Response *************************************"

[1] "{\"timeseriesData\":[{\"dataPoints\":[[\"2017-05-28T23:00:00Z\",50.04,49.84,49.93,49.9,1596,7104],

.. <truncated>

[1] "Response status *************************************"

[1] 200

But for LCOc1, The same script does not seem to work. I get the following error:

[1] "Request *************************************"

{"Entity":{"E":["TimeSeries"],"W":{"rics":[["LCOc1"]],"fields":[["*"]],"interval":["hour"],"startdate":["2017-01-01T05:30:00"],"enddate":["2017-12-27T15:00:00"]}}} [1] "Response *************************************"

[1] "{\"ErrorCode\":\"408\",\"Environment\":\"prod\",\"DataCenter\":\"STCP\",\"ErrorMessage\":\"Request timeout occured\",\"Inner\":\"System.Threading.Tasks.TaskCanceledException: A task was canceled.\\r\\n at System.Runtime.CompilerServices.TaskAwaiter.ThrowForNonSuccess(Task task)\\r\\n at System.Runtime.CompilerServices.TaskAwaiter.HandleNonSuccessAndDebuggerNotification(Task task)\\r\\n at ThomsonReuters.Eikon.UDF.RequestProcessing.RequestSenderBase`1.<SendRequestAsync>d__5.MoveNext()\"}"

[1] "Response status *************************************"

[1] 200

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The code throws a "HTTPError: Request timeout occured" (# check DataGrid error).

Same happens with the Python request:

ts1 = eikon.get_timeseries(['CLc1'], fields=['*'], interval='hour', start_date='2017-01-01T05:30:00')

vs.

ts2 = eikon.get_timeseries(['LCOc1'], fields=['*'], interval='hour', start_date='2017-01-01T05:30:00')

1 Answer

Upvotes
Accepted
38.1k 71 35 53

I think that the request has been timeout. If the request takes more than the specified timeout value, it will be canceled.

It works fine if I reduce the requested period.

{
  "Entity": {
    "E": "TimeSeries",
    "Id": "TimeSeries",
    "W": {
      "startdate": "2017-01-01T05:30:00",
      "enddate": "2017-03-01T15:00:00",
      "rics": [
        "LCOc1"
      ],
      "fields": [
         "*"
      ],
      "interval": "hour"
    }
  }
}
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