Comments (3)
Dhavin
commented on July 19, 2024
Hello @theavey, I would like to contribute to this project by solving this issue. Can I?
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theavey
commented on July 19, 2024
I am not an admin of this repo, but that would be great. I've had to implement other workarounds, but a more "native" solution within the package would be helpful
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Cruppelt
commented on July 19, 2024
Hey @theavey and @Dhavin, we will look into this request. Currently, our Data APIs don't have a scroll/pagination API. If you are seeing timeouts for larger range queries, we currently recommend making smaller date/time range requests. These queries can be parallelized via threads for potentially significant speed improvements. We also have a utility class (
gs-quant/gs_quant/api/utils.py
Line 46 in 967e8dd
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