Hi Folks. I'm getting the following error when backtesting an algo, which ran fine upto a few weeks ago.
Error invoking CBOE/VIX.QuandlVix data reader. Line: 2006-08-18,12.11,12.52,11.57,11.64 Error: Property with name 'vix close' does not exist. Properties: Time, Symbol, Value open, high, low, close
Changing self.ValueColumnName = "vix close" to self.ValueColumnName = "close" in the following class fixes the issue. Has the column name in quandl vix data changed? Thanks in advance
class QuandlVix(PythonQuandl):
def __init__(self):
self.ValueColumnName = "vix close"
Derek Melchin
Hi Varun,
Yes, the column name has been updated. Instead of relying on the column name remaining the same going forward, we can replace
with
See the attached backtest for a working example.
We've created a GitHub Issue to update the example algorithms in the repo that use the CBOE VIX dataset from Quandl. Subscribe to our progress here:
Example Algorithms Using Quandl VIX Data Throw Errors #5705
Best,
Derek Melchin
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Varun uppal
thanks Derek Melchin .
Varun uppal
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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