Zipline Bundle Ingest Failing

[david]

I'm trying to ingest 1 day bars from 5,309 US stock symbols from NASDAQ, NYSE, and AMEX, but I'm getting an error message that ultimately ends with:

ERROR pandas.errors.ParserError: Error tokenizing data. C error: Calling read(nbytes) on source failed. Try engine='python'.

Please advise.

David

[Brian]

There is an open issue with ingesting a large volume of daily bars, which is probably what you're running into. The 2.1 release containing a fix will be out later this week.

[Brian]

QuantRocket 2.1.0 is now available and includes a fix for this issue.

QuantRocket 2.1.0 Release Notes

QuantRocket 2.1.0 is now available. This release contains a number of enhancements and usability improvements for Zipline strategy development, as well as bug fixes. All version 2 users are encouraged to update to the latest version. See how to update. Highlights This release introduces a new Zipline Research API which greatly improves usability by allowing you to perform much of your Zipline strategy development within the interactive environment of a research notebook. It includes support f…