Could you add following env variable :
HTTPX_LOG_LEVEL=trace

with PyCharm, add it in scrip environment as below:

then run your script and check if there is any error/warning or anything that could explain frozen request.

You should have additional HTTP logs like this:

TRACE [2020-09-29 00:12:09] httpx._config - load_verify_locations cafile=C:\Python\38\lib\site-packages\certifi\cacert.pem
...
DEBUG [2020-09-29 00:12:23] httpx._client - HTTP Request: POST http://localhost:9060/api/udf "HTTP/1.1 200 OK"
2020-09-29 00:12:23,604 P[12736] [MainThread 37772] HTTP Request: POST http://localhost:9060/api/udf "HTTP/1.1 200 OK"
TRACE [2020-09-29 00:12:23] httpcore._async.http11 - receive_event=Data(<258 bytes>)
2020-09-29 00:12:23,604 P[12736] [MainThread 37772] receive_event=Data(<258 bytes>)
TRACE [2020-09-29 00:12:23] httpcore._async.http11 - receive_event=EndOfMessage(headers=[])
2020-09-29 00:12:23,604 P[12736] [MainThread 37772] receive_event=EndOfMessage(headers=[])
TRACE [2020-09-29 00:12:23] httpcore._async.http11 - response_closed our_state=DONE their_state=DONE
2020-09-29 00:12:23,604 P[12736] [MainThread 37772] response_closed our_state=DONE their_state=DONE

Hi,

Could you activate log (ek.set_log_level(10)), then execute your get_data() request and share the trace ?

Take care to hide your app_key renamed as application_id (see below)

You should have this :

df, err = ek.get_data('AAPL.O', ['TR.PriceClose'])

2020-09-27 18:08:38,342 P[3412] [MainThread 19428] entity: DataGrid_StandardAsync
2020-09-27 18:08:38,343 P[3412] [MainThread 19428] payload: {'requests': [{'instruments': ['AAPL.O'], 'fields': [{'name': 'TR.PriceClose'}]}]} 2020-09-27 18:08:38,344 P[3412] [MainThread 19428] Request:{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['AAPL.O'], 'fields': [{'name': 'TR.PriceClose'}]}]}}} 
2020-09-27 18:08:38,347 P[3412] [MainThread 19428] Request to http://localhost:9060/api/v1/data
    headers = {'Content-Type': 'application/json', 'x-tr-applicationid': 'xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx', 'Authorization': 'Bearer eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJBcGlWZXJzaW9uIjoiMSIsIkFwcEtleSI6IjFmZGYwNmFmMTU3NjRkYzc5ZTI3ZmE0NzYwYmI3NzQ2NDY0MmU4ZjgiLCJBcHBTY29wZSI6InJhcGkiLCJMaWJyYXJ5TmFtZSI6IkVpa29uIFB5dGhvbiBMaWJyYXJ5IiwiTGlicmFyeVZlcnNpb24iOiIxLjEuNi5wb3N0MyIsImlhdCI6MTYwMTIyMjcwNiwiZXhwIjoxNjAyNDMyMzA2fQ.eYL6BIwpSDR0qNEpcfEg83zZzV_FSREIgYwqnT23D1Y'}     params = None 
2020-09-27 18:08:40,208 P[3412] [MainThread 19428] HTTP request response 200: {"responses":[{"columnHeadersCount":1,"data":[["AAPL.O",112.28]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Price Close","field":"TR.PRICECLOSE"}]],"rowHeadersCount":1,"totalColumnsCount":2,"totalRowsCount":2}]} 
2020-09-27 18:08:40,209 P[3412] [MainThread 19428] HTTP Response code: 200 
2020-09-27 18:08:40,210 P[3412] [MainThread 19428] HTTP Response: {"responses":[{"columnHeadersCount":1,"data":[["AAPL.O",112.28]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"Price Close","field":"TR.PRICECLOSE"}]],"rowHeadersCount":1,"totalColumnsCount":2,"totalRowsCount":2}]} 
2020-09-27 18:08:40,210 P[3412] [MainThread 19428] Response size: 327

df

Out[4]:
InstrumentPrice Close0AAPL.O112.28

Hi @pierre.faurel

import eikon as ek

ek.set_log_level(10)

ek.set_app_key('xxxx')

2020-09-28 10:21:46,896 P[1536] [MainThread 10500] Send GET request to http://localhost:9060/api/status to detect API Proxy...

2020-09-28 10:21:46,897 P[1536] [MainThread 10500] Request to http://localhost:9060/api/status

headers = {'x-tr-applicationid': 'xxxx'}

params = None

2020-09-28 10:21:56,934 P[1536] [MainThread 10500] Checking port 9060 response : 200 - {"statusCode":"ST_PROXY_READY","version":"2.6.0"}

2020-09-28 10:21:56,935 P[1536] [MainThread 10500] Port 9060 was retrieved from .portInUse file

2020-09-28 10:21:56,935 P[1536] [MainThread 10500] Try to handshake on url http://localhost:9060/api/handshake...

2020-09-28 10:21:56,945 P[1536] [MainThread 10500] Request to http://localhost:9060/api/handshake

headers = {'Content-Type': 'application/json', 'x-tr-applicationid': 'xxxx'}

params = None

2020-09-28 10:21:57,091 P[1536] [MainThread 10500] Response : 200 - {"access_token":"eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJBcGlWZXJzaW9uIjoiMSIsIkFwcEtleSI6ImU0Y2M4MWFjYmQxNTQxZjZhMWY1MmE4ZDQ5NzRmMmI5MjM4NzZjZTYiLCJBcHBTY29wZSI6InJhcGkiLCJMaWJyYXJ5TmFtZSI6IkVpa29uIFB5dGhvbiBMaWJyYXJ5IiwiTGlicmFyeVZlcnNpb24iOiIxLjEuNi5wb3N0MyIsImlhdCI6MTYwMTI4NDkxNywiZXhwIjoxNjAyNDk0NTE3fQ._tTSpU37U0pQ585CkrFnXgJ1LPU3X6OfbkB0Iwn2zEU","expires_in":1209600,"token_type":"bearer"}

2020-09-28 10:21:57,091 P[1536] [MainThread 10500] Application ID: xxxx

2020-09-28 10:21:57,092 P[1536] [MainThread 10500] Init a Desktop session with new app_key

2020-09-28 10:21:57,092 P[1536] [MainThread 10500] Port 9060 on local proxy was detected

df, err = ek.get_data("AAPL.O", ["TR.PriceClose"])

2020-09-28 10:22:03,896 P[1536] [MainThread 10500] Request:{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['AAPL.O'], 'fields': [{'name': 'TR.PriceClose'}]}]}}}

2020-09-28 10:22:03,896 P[1536] [MainThread 10500] Request to http://localhost:9060/api/v1/data

headers = {'Content-Type': 'application/json', 'x-tr-applicationid': 'xxxx', 'Authorization': 'Bearer eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJBcGlWZXJzaW9uIjoiMSIsIkFwcEtleSI6ImU0Y2M4MWFjYmQxNTQxZjZhMWY1MmE4ZDQ5NzRmMmI5MjM4NzZjZTYiLCJBcHBTY29wZSI6InJhcGkiLCJMaWJyYXJ5TmFtZSI6IkVpa29uIFB5dGhvbiBMaWJyYXJ5IiwiTGlicmFyeVZlcnNpb24iOiIxLjEuNi5wb3N0MyIsImlhdCI6MTYwMTI4NDkxNywiZXhwIjoxNjAyNDk0NTE3fQ._tTSpU37U0pQ585CkrFnXgJ1LPU3X6OfbkB0Iwn2zEU'}

params = None