@pvilleneuve

Refer to the source code of pydatastream on GitHub, DS.get_epit_vintage_matrix uses a lot of requests to generate the data. You can translate the code that calls self.fetch to the get_data method of DatastreamDSWS.

For example, the code for get_epit_vintage_matrix looks like:

def get_epit_vintage_matrix(mnemonic, date_from='1951-01-01', date_to=None):
    rel1 = ds.get_data (tickers=mnemonic,fields= ['REL1'], start=date_from, end=date_to, kind=1)
    date_0 = rel1.dropna().index[0]
    reld123 = ds.get_data(tickers=mnemonic, fields= ['RELD1', 'RELD2', 'RELD3'],
                          start=date_0, end=date_to, kind=1).dropna(how='all')
    res = {}
    for date in reld123.index:
        try:
            _tmp = ds.get_data(tickers=mnemonic, fields= ['RELV'], 
                               start=date_0, end=date, kind=1).dropna()    
        except DatastreamException:
            continue
        res[date] = _tmp[mnemonic]
    return pd.concat(res).RELV.unstack()

ds represents the DSWS.Datastream.

Thanks, this worked. Just had to remove "DatastreamException" and fix one "mnuemonic" typo and it ran.