Function to obtain data from Eikon via the JSON API

The function automatically chunks the list of rics into chunks that comply with the api limitations and in the end rebuilds the chunks again into a single data.frame.

Usage

EikonGetData(
  EikonObject = rd_connection(),
  rics,
  Eikonformulas,
  Parameters = NULL,
  raw_output = FALSE,
  time_out = 60,
  verbose = getOption("refinitiv_progress", TRUE),
  SpaceConvertor = ".",
  cache = NULL
)

Arguments

EikonObject: Eikon connection object. Defaults to rd_connection(), which auto-creates a connection on first use.
rics: a vector containing the instrument RICS
Eikonformulas: a vector containing character string of Eikon Formulas
Parameters: a named key value list for setting parameters, Default: NULL
raw_output: to return the raw list by chunk for debugging purposes, default = FALSE
time_out: set the maximum timeout to the Eikon server, default = 60
verbose: boolean, set to TRUE to print out the API call details with time stamp for debugging.
SpaceConvertor: converts spaces in variables name into one of the following characters ".", "," , "-", "_", default is "."
cache: Controls caching. NULL (default) defers to getOption("refinitiv_cache", FALSE). TRUE uses the function default TTL (300 s). FALSE disables caching. A positive numeric value sets the cache TTL in seconds. See rd_ClearCache.

Value

a data.frame containing data from Eikon

Details

LSEG Backend AQL Error Handling and Adaptive Sub-Chunking: When LSEG's backend Asynchronous Query Library (AQL) is under heavy load and receives a large multi-RIC $\times$ multi-formula request (e.g. $> 28$ RICs $\times$ 100+ TR.* formulas), LSEG can fail in three ways:

Async ticket poll failure: DataGrid_StandardAsync returns estimatedDuration + ticket, and the subsequent poll returns top-level ErrorCode = 2504 / 500 / 400. send_json_request() restores original_json before retrying so it resubmits the query rather than re-polling a dead ticket.
Collapsed 1-column HTTP 200 payload: The proxy returns HTTP 200 with totalColumnsCount = 1, headers[[1]][[1]]$displayName = NULL, and code = 100 ("Asynchronous Query library internal error.") in $error for every row. Without validation, post-processing turns displayName = NULL into a column literally named "NA" and silently drops all requested formula columns for that chunk (observed in production under both R 4.5.3 on 2026-10-10 / 2026-10-14 and R 4.6.1 on 2026-10-17).
Persistent oversized chunk timeouts: Retrying the same 100+ RIC chunk against a saturated AQL worker pool fails $\sim 85\%$ of the time. When an oversized chunk ($> 28$ RICs) hits an AQL collapse, EikonGetData() automatically splits that chunk into $\le 25$-RIC sub-chunks (getOption("refinitiv_aql_fallback_rics", 25L)), merges the raw sub-chunk payloads, and pre-emptively steps down all remaining oversized chunks in the same call.

References

https://developers.lseg.com/en/api-catalog/eikon/eikon-data-api/documentation

Examples

if (FALSE) { # \dontrun{
Eikon <- Refinitiv::EikonConnect()
ex1 <- EikonGetData(
  EikonObject = Eikon, rics = c("MMM", "III.L"),
  Eikonformulas = c(
    "TR.PE(Sdate=0D)/*P/E (LTM) - Diluted Excl*/",
    "TR.CompanyName"
  ), verbose = TRUE
)

ex2 <- EikonGetData(
  EikonObject = Eikon, rics = "AAPL.O",
  Eikonformulas = "TR.CompanyMarketCap(Sdate=0D)/*Market Cap*/"
)

# ex2 will return -1 which is most likely not the current market cap of apple")
# a workaround is to scale back the output to millions

ex2a <- EikonGetData(
  EikonObject = Eikon, rics = "AAPL.O",
  Eikonformulas = "TR.CompanyMarketCap(Sdate=0D)/*Market Cap*/",
  Parameters = list("scale" = 6)
)
# or for more complex formula's
# scale back in the formula itself
ex2b <- EikonGetData(
  EikonObject = Eikon, rics = "AAPL.O",
  Eikonformulas = "TR.CompanyMarketCap(Sdate=0D, scale=6)/*Market Cap*/"
)
} # }

if (FALSE) { # \dontrun{
EikonJson <- RefinitivJsonConnect()
ex1 <- EikonGetData(
  EikonObject = EikonJson, rics = c("MMM", "III.L"),
  Eikonformulas = c(
    "TR.PE(Sdate=0D)/*P/E (LTM) - Diluted Excl*/",
    "TR.CompanyName"
  ), verbose = TRUE
)
} # }