API Limitation question

igorg

We use something like this to get ticks for certain period of time.

dataFrame = ld.get_history(
universe=par["instruments"],
fields=fields,
start=par["startDate"],
end=par["endDate"],
interval='tick',
header_type=ld.HeaderType.NAME)

We call this for every RIC. For example, universe='LTM.SN'.

We can use a list of RICs in 'universe' parameter. However, when I checked last time, if we put 2 RICs in the 'universe', the underlying logic of lseg python library sent 2 individual queries to the sever.

My question is about daily_request_max/daily_request_remaining limitation. Do those 2 individual requests by lseg python module are considered as 1 request or 2? From my side I send only 1 request…

Jirapongse

@igorg

Thank you for reaching out to us.

It depends on the underlying endpoint used by the library to retrieve the data. Some endpoints support multiple instruments in a single request, while others only support one instrument per request.

The intraday historical pricing endpoint used in the attached code supports only one instrument per request. As a result, the library automatically splits the operation into multiple requests based on the number of RICs and the requested data range.

The ld.get_history() method is a high-level interface that provides a simple and convenient way for users to retrieve historical data. It abstracts much of the underlying complexity, allowing users to access data without needing to interact directly with the specific endpoints or manage request handling themselves.

You can refer to the "Check LSEG Data Library for Python Usage Limits Remaining" article to monitor your remaining usage limits and better understand your current consumption of the LSEG Data Library for Python.