Hi guys,
Tried to pull a rather large universe/data.
You can see the function requests NASDAQ, ARCA, NYSE 1 day bars with extended hours. After a few hours I got:
"waiting for next gateway for more than 5 minutes, this is probably a bug"
I can imagine this is due to the shear volume I'm requesting, but is there a typical size I can/should request? Should I always pair down the universe by defining select symbols I want (I.E. A list of FANGs/Financials only)?
As additional knowledge, I've been successfully running a pull with similar metrics, more granular (30 min bars), but not extended hours. Here is the db_config comparison. Top failed, bottom still successful.
Thanks,
Kevin