I need to retrieve futures for naphtha. I do so using the following code.
I added the code from (Error Code 2504- Occurs at random times in code, how is this error caused and how is it solved? - Forum | Refinitiv Developer Community ) to solve for error code 2504.
for looping over this range is very slow and I wonder if there are faster ways to get a future curve.
for i in range(2,22): while True: try: data = ek.get_timeseries('TFSNAPTFPMc'+str(i), fields = 'CLOSE', start_date = pricing_day.strftime('%Y-%m-%d %H:%M:%S'), end_date = pricing_day.strftime('%Y-%m-%d %H:%M:%S'), interval = 'daily') #interval break except ek.EikonError as err: if err.err_code != 2504: # request failed with other reason than 2504 error code break # let's retry after a delay timer.wait(1)