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Retrieve Snapshot Data from LSEG Workspace / Eikon via the JSON API

Source: R/rd_GetData.R
rd_GetData.Rd

Automatically chunks the requested instruments to comply with API limits and recombines the results into a single data.frame.

Usage

rd_GetData(
  RDObject = rd_connection(),
  rics,
  Eikonformulas = NULL,
  Parameters = NULL,
  raw_output = FALSE,
  time_out = 60,
  verbose = getOption("refinitiv_progress", TRUE),
  SpaceConvertor = NULL,
  use_field_names_in_headers = FALSE,
  SyncFields = FALSE,
  cache = NULL,
  fields = NULL
)

Arguments

RDObject

Refinitiv Data connection object, defaults to rd_connection()

rics

a vector containing the instrument RICs

Eikonformulas

a vector containing character string of Eikon Formulas (deprecated, use fields instead)

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 LSEG/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 NULL

use_field_names_in_headers

boolean return request fieldnames in stead of titles

SyncFields

boolean, synchronize fields over same time axis

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.

fields

a vector containing character string of requested data fields (preferred over Eikonformulas)

Value

a data.frame containing data from LSEG Workspace / 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), the proxy may return HTTP 200 with a collapsed 1-column payload (totalColumnsCount = 1, headers[[1]][[1]]$displayName = NULL) and code = 100 ("Asynchronous Query library internal error.") in $error for every row. rd_GetData() rejects these collapsed AQL payloads via eikon_data_is_success() so they are never treated as valid data or cached, and when an oversized chunk (\(> 28\) RICs) hits an AQL collapse it automatically splits that chunk (and any remaining oversized chunks in the same call) into \(\le 25\)-RIC sub-chunks (getOption("refinitiv_aql_fallback_rics", 25L)). See EikonGetData for full details on the three LSEG backend AQL failure modes.

References

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

Examples

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

ex2 <- rd_GetData(
  rics = "AAPL.O",
  fields = "TR.CompanyMarketCap(Sdate=0D)/*Market Cap*/"
)

rics <- c("AAPL.O")
fields <- c(
  "TR.IssueMarketCap(Scale=6,ShType=FFL)", "TR.FreeFloatPct()/100/*FreefloatWeight*/",
  "TR.IssueSharesOutstanding(Scale=3)/*shares outstanding*/",
  "TR.CLOSEPRICE(Adjusted=0)/*close*/"
)

parameters <- list("Curn" = "USD", "SDate" = "2020-10-27", "EDate" = "2020-12-01", "Fill" = "None")
test_json <- rd_GetData(
  rics = rics,
  fields = fields,
  Parameters = parameters,
  use_field_names_in_headers = TRUE,
  SyncFields = FALSE
)
} # }