Hi,
I've no trouble pulling in OHLC fields from quandl's WIKI and CHRIS databases while CFTC or YALE databases return the field names and date range but NaN data?
Following this ticket , I've added the new field names to the time_series_fields_list.csv but no dice...
This code works:
import datetime
from findatapy.util import SwimPool; SwimPool()
from findatapy.market import Market, MarketDataGenerator, MarketDataRequest
from findatapy.util.loggermanager import LoggerManager
logger = LoggerManager().getLogger(__name__)
market = Market(market_data_generator=MarketDataGenerator())
md_request = MarketDataRequest(
start_date = "01 Jan 2000",
data_source = 'quandl',
category= 'fx',
tickers = ['EC1'],
fields = ['close', 'open', 'high', 'low'],
vendor_tickers = ['CHRIS/CME_EC1'],
vendor_fields = ['last', 'open', 'high', 'low'])
df = market.fetch_market(md_request)
print(df.tail(n=5))
But this returns NaN
import datetime
from findatapy.util import SwimPool; SwimPool()
from findatapy.market import Market, MarketDataGenerator, MarketDataRequest
from findatapy.util.loggermanager import LoggerManager
logger = LoggerManager().getLogger(__name__)
market = Market(market_data_generator=MarketDataGenerator())
md_request = MarketDataRequest(
start_date = "01 Jan 1970",
data_source = 'quandl',
tickers = ['US_CONF_INDEX_VAL_INST'],
fields = ['index value', 'standard error'],
vendor_fields= ['index value', 'standard error'],
vendor_tickers= ['YALE/US_CONF_INDEX_VAL_INST'])
df = market.fetch_market(md_request)
print(df.tail(n=5))
Thanks in advance
Hi,
I've no trouble pulling in OHLC fields from quandl's WIKI and CHRIS databases while CFTC or YALE databases return the field names and date range but NaN data?
Following this ticket , I've added the new field names to the time_series_fields_list.csv but no dice...
This code works:
But this returns NaN
Thanks in advance