Hey guys, running into an issue when trying to query the entire usstock universe (~10k securities) from a realtime aggregate database using get_prices. Output is below. Note that it works fine if I specify a few sids instead. Any help is much appreciated; thanks!
realtime_prices = get_prices(["usstock-realtime-minute"], universes='usstock', start_date="2021-05-19", end_date="2021-05-21", fields=["MinuteCloseClose"], timezone="America/New_York")
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HTTPError Traceback (most recent call last)
<ipython-input-67-027c69403348> in <module>
6
7 #prices = get_prices(["usstock-minute", "usstock-minute-extended-unadjusted"], universes='usstock', start_date="2021-05-20", end_date="2021-05-20", fields=["Open", "High", "Low", "Close", "Volume"], timezone="America/New_York")
----> 8 realtime_prices = get_prices(["usstock-realtime-minute"], universes='usstock', start_date="2021-05-19", end_date="2021-05-21", fields=["MinuteCloseClose"], timezone="America/New_York")
/opt/conda/lib/python3.8/site-packages/quantrocket/price.py in get_prices(codes, start_date, end_date, universes, sids, exclude_universes, exclude_sids, times, fields, timezone, infer_timezone, cont_fut, data_frequency)
356
357 try:
--> 358 download_market_data_file(db, tmp_filepath, **kwargs)
359 except NoRealtimeData as e:
360 # don't complain about NoRealtimeData if we're checking
/opt/conda/lib/python3.8/site-packages/quantrocket/realtime.py in download_market_data_file(code, filepath_or_buffer, output, start_date, end_date, universes, sids, exclude_universes, exclude_sids, fields)
653
654 try:
--> 655 houston.raise_for_status_with_json(response)
656 except requests.HTTPError as e:
657 # Raise a dedicated exception
/opt/conda/lib/python3.8/site-packages/quantrocket/houston.py in raise_for_status_with_json(response)
204 e.json_response = {}
205 e.args = e.args + ("please check the logs for more details",)
--> 206 raise e
207
208 # Instantiate houston so that all callers can share a TCP connection (for
/opt/conda/lib/python3.8/site-packages/quantrocket/houston.py in raise_for_status_with_json(response)
196 """
197 try:
--> 198 response.raise_for_status()
199 except requests.exceptions.HTTPError as e:
200 try:
/opt/conda/lib/python3.8/site-packages/requests/models.py in raise_for_status(self)
939
940 if http_error_msg:
--> 941 raise HTTPError(http_error_msg, response=self)
942
943 def close(self):
HTTPError: ('500 Server Error: Internal Server Error for url: http://houston/realtime/usstock-realtime-minute.csv?start_date=2021-05-19&end_date=2021-05-21&universes=usstock&fields=MinuteCloseClose', {'status': 'error', 'msg': 'an unhandled exception occurred, please check flightlog for the traceback and notify support if the problem persists as this might be a bug', 'error': "[Errno 7] Argument list too long: 'psql'"})