The request for the future contract using future root returns this :
2020-12-18 16:46:51,303 -- pyeikon -- DEBUG -- Request:{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['0#SIO:'], 'fields': [{'name': 'RECORDTYPE'}]}]}}}
2020-12-18 16:46:52,543 -- pyeikon -- DEBUG -- HTTP Response code: 200
3847 2020-12-18 16:46:52,543 -- pyeikon -- DEBUG -- HTTP Response: {"responses":[{"columnHeadersCount":1,"data":[["/.MIID00000PID",118],["/SIOZ0",114],["/SIOF1",114],["/SIOG1",114],["/SIOH1",114],["/SIOM1",114],["/SIOU1",114]],"headerOrientation":"horizontal","headers":[[{"displayName":"Instrument"},{"displayName":"RECORDTYPE","field":"RECORDTYPE"}]],"rowHeadersCount":1,"totalColumnsCount":2,"totalRowsCount":8}]}
For every returned future contract we request the OHLC for the same day. All of them return the error. This happens at least for a week:
2020-12-18 16:47:44,629 -- pyeikon -- DEBUG -- Request:{'Entity': {'E': 'TimeSeries', 'W': {'rics': ['SIOU1'], 'fields': ['VOLUME;OPEN;CLOSE;HIGH;LOW;', 'TIMESTAMP'], 'interval': 'daily', 'startdate': '2020-12-18T00:00:00', 'enddate': '2020-12-18T00:00:01'}}}
2020-12-18 16:47:44,967 -- pyeikon -- DEBUG -- HTTP Response code: 200
2020-12-18 16:47:44,967 -- pyeikon -- DEBUG -- HTTP Response: {"timeseriesData":[{"dataPoints":null,"errorCode":"TSIError","errorMessage":"Error: TSIUnknownInstrument, ErrorCode: TA-TSIUnknownInstrument, Fault: TSIError, Description: Invalid RIC","ric":"SIOU1","statusCode":"Error"}]}
2020-12-18 16:47:44,967 -- pyeikon -- WARNING -- Error with SIOU1: Invalid RIC
It happens only for this future root. Why? How to handle this error?
