question

Upvotes
Accepted
0 0 0 0

LSEG Tick History Python

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

python#technologytick-history-rest-api
python-error.txt (10.8 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
23.5k 61 15 21

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.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
0 0 0 0

Thanks Gurpreet, I changed to LSEG servers and it worked, appreciate the help

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.