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davidk avatar image
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Receiving timeouts from Eikon DEX2 COM API on earnings forecast data

We are requesting earnings estimates data using the DEX2 COM API. Since last Friday, we have been intermittently (but much more frequently than usual), receiving no response for 15 minutes, and then receiving a callback with DEX2_DataStatus=DE_DS_NULL_TIMEOUT. Restarting Eikon and the machine has not done anything to help this.


Our requests are for earnings forecast data, using the RData API, e.g.:


rd.InstrumentIDList = "AAPL.O";

rd.FieldList = "TR.EPSEstValue.value,TR.EPSEstValue.brokername,TR.EPSEstValue.brokerid,TR.EPSEstValue.analystname,TR.EPSEstValue.analystcode,TR.EPSEstValue.currency,TR.EPSEstValue.origdate,TR.EPSEstValue.periodenddate,TR.EPSEstValue.fperiod";

rd.RequestParam = "FY2019;FY2024";


We haven't seen this timeout behavior at this frequency previously (we'd of course get them occasionally, but it was very rare). We were wondering if there may be an issue upstream at the server end, or if perhaps the recent upgrade from 4.0.51 to 4.0.52 might have something to do with this?


Thanks very much,

David

eikoneikon-com-apic#rdata
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1 Answer

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Alex Putkov.1 avatar image
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I don't think this is related to the version of Eikon. Eikon COM APIs libraries have not changed in a long time. The timeout must be happening at the backend. I would suggest using Fiddler to capture the HTTP request corresponding to one of the RData.Subscribe() calls that return DEX2_DataStatus=DE_DS_NULL_TIMEOUT to OnUpdate callback. I imagine this request will have HTTP status other than 200. Then I would suggest opening a support case with Refinitiv Helpdesk and submitting the HTTP request capture to investigate why this HTTP request failed.

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davidk avatar image davidk

Thanks Alex. I had some trouble using realtime when using Fiddler but I'll give it another whirl.


Did the COM API always communicate over HTTPS or is that a relatively recent change (i.e. within the last 12-18 months)? We've noticed that while COM used to have a speed advantage of about 2-3 hours over the Eikon Data for Python, that speed advantage appears to have gone away, possibly to the detriment of COM (i.e. compared to other vendors it appears that COM has gotten slower rather than Eikon Data API getting faster).

Alex Putkov.1 avatar image Alex Putkov.1 davidk

The DEX2 library of Eikon COM APIs always retrieved data from Web services over HTTPS. However, the Web services used by Eikon COM APIs are not the same as the ones used by Eikon Data APIs. The dataset provided by these services is mostly the same, but the backends are different.

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