hi,
i am using get_timeseries to pull option pricing from the begining of the day until about an hour before the current time.
i am doing this for a long list rics. many of these requests come back with the following warning:
'Error with 'RIC': No data available for the requested date range'
it is not 1 or 2 but about 1/20 requests. this isn't an amount i can ignore. i have followed the source on the platform itself and the data does exist!
please help me this is extremely problematic.
ric examples - some work some dont:
['ABNBX172117000.U', 'ABNBL172117000.U', 'ABNBX232117000.U', 'ABNBL232117000.U', 'ACNX172137000.U', 'ACNL172137000.U', 'ACNX232137000.U', 'ACNL232137000.U', 'ADBEX172162000.U', 'ADBEL172162000.U', 'ADBEX232162000.U', 'ADBEL232162000.U', 'AHTX172101000.U', 'AHTL172101000.U', 'AHTX232101000.U', 'AHTL232101000.U', 'AMBAX172119000.U', 'AMBAL172119000.U', 'AMBAX232119000.U', 'AMBAL232119000.U', 'AMCX172102300.U', 'AMCL172102300.U', 'AMCX232102300.U', 'AMCL232102300.U', 'BILIX172105400.U', 'BILIL172105400.U', 'BILIX232105400.U', 'BILIL232105400.U', 'BLNKX172103100.U', 'BLNKL172103100.U', 'BLNKX232103100.U', 'BLNKL232103100.U', 'BNTXX172127000.U', 'BNTXL172127000.U', 'BNTXX232127000.U', 'BNTXL232127000.U', 'BYNDX172106700.U', 'BYNDL172106700.U', 'BYNDX232106700.U', 'BYNDL232106700.U', 'CHPTX172102100.U', 'CHPTL172102100.U', 'CHPTX232102100.U', 'CHPTL232102100.U', 'CLFX172102000.U', 'CLFL172102000.U', 'CLFX232102000.U', 'CLFL232102000.U', 'CSIQX172103200.U', 'CSIQL172103200.U', 'CSIQX232103200.U', 'CSIQL232103200.U', 'DASHX172115000.U', 'DASHL172115000.U', 'DASHX232115000.U', 'DASHL232115000.U', 'DFSX172111000.U', 'DFSL172111000.U', 'DFSX232111000.U', 'DFSL232111000.U', 'DKNGX172102900.U', 'DKNGL172102900.U', 'DKNGX232102900.U', 'DKNGL232102900.U', 'DKSX172110000.U', 'DKSL172110000.U', 'DKSX232110000.U', 'DKSL232110000.U', 'DOCUX172114000.U', 'DOCUL172114000.U', 'DOCUX232114000.U', 'DOCUL232114000.U', 'ENPHX172120000.U', 'ENPHL172120000.U', 'ENPHX232120000.U', 'ENPHL232120000.U', 'ETSYX172121000.U', 'ETSYL172121000.U', 'ETSYX232121000.U', 'ETSYL232121000.U', 'EXASX172107500.U', 'EXASL172107500.U', 'EXASX232107500.U', 'EXASL232107500.U', 'FDXX172124000.U', 'FDXL172124000.U', 'FDXX232124000.U', 'FDXL232124000.U', 'FSLRX172109500.U', 'FSLRL172109500.U', 'FSLRX232109500.U', 'FSLRL232109500.U', 'FSLYX172104000.U', 'FSLYL172104000.U', 'FSLYX232104000.U', 'FSLYL232104000.U', 'FUBOX172101700.U', 'FUBOL172101700.U', 'FUBOX232101700.U', 'FUBOL232101700.U', 'GMEX172114000.U', 'GMEL172114000.U', 'GMEX232114000.U', 'GMEL232114000.U', 'GRWGX172101400.U', 'GRWGL172101400.U', 'GRWGX232101400.U', 'GRWGL232101400.U', 'HOODX172101900.U', 'HOODL172101900.U', 'HOODX232101900.U', 'HOODL232101900.U', 'KSSX172104900.U', 'KSSL172104900.U', 'KSSX232104900.U', 'KSSL232104900.U', 'LAZRX172101500.U', 'LAZRL172101500.U', 'LAZRX232101500.U', 'LAZRL232101500.U', 'LCIDX172103900.U', 'LCIDL172103900.U', 'LCIDX232103900.U', 'LCIDL232103900.U', 'LENX172111000.U', 'LENL172111000.U', 'LENX232111000.U', 'LENL232111000.U', 'LIX172103100.U', 'LIL172103100.U', 'LIX232103100.U', 'LIL232103100.U', 'MX172102600.U', 'ML172102600.U', 'MX232102600.U', 'ML232102600.U', 'MRNAX172126000.U', 'MRNAL172126000.U', 'MRNAX232126000.U', 'MRNAL232126000.U', 'MTCHX172113000.U', 'MTCHL172113000.U', 'MTCHX232113000.U', 'MTCHL232113000.U', 'NCLHX172102100.U', 'NCLHL172102100.U', 'NCLHX232102100.U', 'NCLHL232102100.U', 'NEGGX172101200.U', 'NEGGL172101200.U', 'NEGGX232101200.U', 'NEGGL232101200.U', 'NETX172114000.U', 'NETL172114000.U', 'NETX232114000.U', 'NETL232114000.U', 'NIOX172103200.U', 'NIOL172103200.U', 'NIOX232103200.U', 'NIOL232103200.U', 'NKLAX172101000.U', 'NKLAL172101000.U', 'NKLAX232101000.U', 'NKLAL232101000.U', 'NVDAX172128000.U', 'NVDAL172128000.U', 'NVDAX232128000.U', 'NVDAL232128000.U', 'OPENX172101400.U', 'OPENL172101400.U', 'OPENX232101400.U', 'OPENL232101400.U', 'PENNX172104800.U', 'PENNL172104800.U', 'PENNX232104800.U', 'PENNL232104800.U', 'PLUGX172103200.U', 'PLUGL172103200.U', 'PLUGX232103200.U', 'PLUGL232103200.U', 'PTONX172104000.U', 'PTONL172104000.U', 'PTONX232104000.U', 'PTONL232104000.U', 'RBLXX172111000.U', 'RBLXL172111000.U', 'RBLXX232111000.U', 'RBLXL232111000.U', 'ROKUX172122000.U', 'ROKUL172122000.U', 'ROKUX232122000.U', 'ROKUL232122000.U', 'SEX172122000.U', 'SEL172122000.U', 'SEX232122000.U', 'SEL232122000.U', 'SFIXX172101900.U', 'SFIXL172101900.U', 'SFIXX232101900.U', 'SFIXL232101900.U', 'SNOWX172135000.U', 'SNOWL172135000.U', 'SNOWX232135000.U', 'SNOWL232135000.U', 'SPWRX172102200.U', 'SPWRL172102200.U', 'SPWRX232102200.U', 'SPWRL232102200.U', 'STNEX172101700.U', 'STNEL172101700.U', 'STNEX232101700.U', 'STNEL232101700.U', 'TDOCX172109200.U', 'TDOCL172109200.U', 'TDOCX232109200.U', 'TDOCL232109200.U', 'TEAMX172136000.U', 'TEAML172136000.U', 'TEAMX232136000.U', 'TEAML232136000.U', 'TWLOX172126000.U', 'TWLOL172126000.U', 'TWLOX232126000.U', 'TWLOL232126000.U', 'UALX172104200.U', 'UALL172104200.U', 'UALX232104200.U', 'UALL232104200.U', 'UPSTX172115000.U', 'UPSTL172115000.U', 'UPSTX232115000.U', 'UPSTL232115000.U', 'XX172102300.U', 'XL172102300.U', 'XX232102300.U', 'XL232102300.U', 'XPEVX172104400.U', 'XPEVL172104400.U', 'XPEVX232104400.U', 'XPEVL232104400.U', 'ZSX172129000.U', 'ZSL172129000.U', 'ZSX232129000.U', 'ZSL232129000.U']
i loop over the following code code:
start date (trade time) is an hour after market opens.
end date (now) is half an hour before running the code.
for i in range(0, len(ric_lst), 4):
df = ek.get_timeseries(ric_lst[i:i + 4], fields=['HIGH'], start_date=trade_time,
end_date=now, interval='minute')