Hello, I am raising below issue on behalf of a client:
We downloaded 'Trade - Open Interest' data using TickHistoryTimeAndSales for the SPXW and AAPL options chain. But the file downloaded has some error page in it and not the expected data. Although this has happened only twice after we migrated to the new API endpoints, we would still want to know how this could be avoided and what the errors mean. Ideally, we would want the errors to appear while the connection is being made or the data is being polled.
1) I am attaching the Python code. Please check if it is correct as per the migration (issue is intermittent so I do not think its related to the code).
2) Error Code when extracting the data. Please check this file and let me know if you can find the cause of the issue. As we can get the notes file but when downloading we get this error.