@datateam,

What exactly is missing in the REST API

Since that sentence was written, the main gaps were filled. I do not have a list of the remaining differences, but there is really not much missing, just a few points of detail, or slight variations in parameters and such. And the REST API also has capabilities that the GUI does not deliver (like On Demand extractions).

Python SDK

There is none, the only SDK we deliver is for .Net C#. An SDK slightly facilitates programming, but that should not prevent you from using the language of your choice, most can interface with a REST API quite easily. As you can see from our downloads, we deliver samples for Python, Java and nodeJS, and if you look under the News and Events tab you will see an article on integrating with Power BI.

There is a tutorial that explains programming without the SDK, it also covers Python.

API throttling

There are some limits to what you can request with the API, to avoid overloading the servers. These limits are mainly related to the maximum number of instruments per request, they are documented here.

Thanks @Christiaan Meihsl I have no doubt my colleagues will have some follow up questions but appreciate the quick response!