Merge CRSP and Eikon through the Eikon api

Question

I am trying to merge CRSP and IBES through the Eikon API.

I have extracted CUSIP codes from CRSP and wants to convert those to RIC codes in order to extract analyst estimates.

When I do the following in python it returns an error (Payload Too Large). I guess that means I have reached some datalimit. But how can the datalimit be so low - we are talking approx 28.000 requests (datapoints)? and secondly, how can I circumvent it - if that is possible?

ric = ek.get_symbology(cusips,from_symbol_type="CUSIP", to_symbol_type="RIC")

score 4 · Accepted Answer · answered Mar 07 '19 at 23:18

You could create a loop to retrieve the data in batches:

dfs = []  # Will be a list of dataframes
batchsize = 200

for i in range(0, len(cusips), batchsize):
    batch = cusips[i:i + batchsize]
    r = ek.get_symbology(batch,from_symbol_type="CUSIP", to_symbol_type="RIC")
    dfs.append(r)

rics = pd.concat(dfs)

print(rics)

NB: I haven't tested this specific batch size, you can play around with the number to see what works best for you.

Hopefully this helps!

Merge CRSP and Eikon through the Eikon api

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