Supposing I have an active market data collection that I want to cancel and then start a new one as soon as possible, What is the better way to cancel the collection, including delete the related database?
For the moment we use the following code:
cancel_market_data(universe_database_name)
drop_db(universe_database_name, confirm_by_typing_db_code_again=universe_database_name, cascade=True)
Although it works, it sometimes raises the following error:
ERROR psycopg2.InterfaceError: connection already closed