LSEG Tick History Python

jack.coppinger01

Hi, I am attempting to use the sample intraday bars python tick history available from the downloads section of the Tick History developer resources. There are 6 steps in total, steps 1,2 and 3 work as expected, however I get an error at step 4 (and by extension step 5). I have not altered any of the sample code in step 3, simply inputting my job ID. Can you advise what is going wrong? This sample code always worked previously without any issues. Attached is the error code.

PYTHON_error.txt

Gurpreet

Hello @jack.coppinger01,

I downloaded the sample and tried running without modification to the code, and it executed fine and was able to download the data. The sample connects to the LSEG tickhistory server and then downloads the data from AWS because it uses the header:

"X-Direct-Download":"true",

which redirects the download from AWS S3 bucket.

Your Python installation is failing to verify the identity of the redirected AWS server:

SSLCertVerificationError: [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1129)

This could be due to an old installation of Python, or certificate store, or re-signing of the incoming responses by your corporate proxy/firewall.

There are two steps you can take:

1. Update the Python and or contact your network administrator to fix the SSL verification failure issue

2. Set the X-Direct-Download header value to False - so that the data is downloaded from LSEG servers. This would be a slow download process.