I'm trying to download the historical intraday data for ConId = 102558681 and when I try to collect data with barsize of 1seconds, I get an error. The code works fine with bar sizes>=15 mins, but doesnt work for frequencies below 15 mins. Is the data missing?
create_db("shortlist-1m", universes=["shortlist"], bar_size="1 secs",start_date="2020-02-01",shard='off')
{'status': 'successfully created quantrocket.history.shortlist-1m.sqlite'}
collect_history("shortlist-1m",start_date="2020-02-01")
{'status': 'the historical data will be collected asynchronously'}
get_prices("shortlist-1m", start_date="2020-02-01")
---------------------------------------------------------------------------
HTTPError Traceback (most recent call last)
/opt/conda/lib/python3.6/site-packages/quantrocket/history.py in download_history_file(code, filepath_or_buffer, output, start_date, end_date, universes, conids, exclude_universes, exclude_conids, times, cont_fut, fields, tz_naive)
559 try:
--> 560 houston.raise_for_status_with_json(response)
561 except requests.HTTPError as e:
/opt/conda/lib/python3.6/site-packages/quantrocket/houston.py in raise_for_status_with_json(response)
205 e.args = e.args + ("please check the logs for more details",)
--> 206 raise e
207
/opt/conda/lib/python3.6/site-packages/quantrocket/houston.py in raise_for_status_with_json(response)
197 try:
--> 198 response.raise_for_status()
199 except requests.exceptions.HTTPError as e:
/opt/conda/lib/python3.6/site-packages/requests/models.py in raise_for_status(self)
934 if http_error_msg:
--> 935 raise HTTPError(http_error_msg, response=self)
936
HTTPError: ('400 Client Error: BAD REQUEST for url: http://houston/history/shortlist-1m.csv?start_date=2020-02-01', {'status': 'error', 'msg': 'no history matches the query parameters'})
During handling of the above exception, another exception occurred:
NoHistoricalData Traceback (most recent call last)
<ipython-input-372-0fcfd278f39e> in <module>()
----> 1 shortlist_intdy = get_prices("shortlist-1m", start_date="2020-02-01")
/opt/conda/lib/python3.6/site-packages/quantrocket/price.py in get_prices(codes, start_date, end_date, universes, conids, exclude_universes, exclude_conids, times, fields, timezone, infer_timezone, cont_fut, master_fields)
279
280 try:
--> 281 download_history_file(db, tmp_filepath, **kwargs)
282 except NoHistoricalData as e:
283 # don't complain about NoHistoricalData if we're checking
/opt/conda/lib/python3.6/site-packages/quantrocket/history.py in download_history_file(code, filepath_or_buffer, output, start_date, end_date, universes, conids, exclude_universes, exclude_conids, times, cont_fut, fields, tz_naive)
562 # Raise a dedicated exception
563 if "no history matches the query parameters" in repr(e).lower():
--> 564 raise NoHistoricalData(e)
565 raise
566
NoHistoricalData: ('400 Client Error: BAD REQUEST for url: http://houston/history/shortlist-1m.csv?start_date=2020-02-01', {'status': 'error', 'msg': 'no history matches the query parameters'})