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slavomir.sovik avatar image
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Does batch size in Eikon's get_data impact output?

Hi, I'm trying to find an optimum number of instruments to submit into a single get_data call. To that end, I have 3 questions:

(1) Is there a limit on the number of instruments I can post get_data requests for at one time? I have tried with up to 2000 and it has been working so far.

(2) Is there any consideration I should balance against when determining my instrument batch size? I.e. Is a get_data request with a large instrument list more likely to time out? Do bulkier requests potentially not return data sometimes? If so, how many instruments would you consider 'safe' to submit in a single get_data request if I want my requests to return output reliably?

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1 Answer

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zoya faberov avatar image
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Hello @slavomir.sovik,

Please refer to EIKON DATA API USAGE AND LIMITS GUIDELINE to learn more of limits.

1. Rather then be limited by number of requested instruments, you are limited by number of expected datapoints.

2. I would follow the limit guideline, there are several aspects that are important, and base your design both on call-based and daily limits.

We aim to design to be within the limits, and make sure to test, that the results that we get are exactly as expected on datapoints.

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