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Pandas DataFrame Historical Data Issue

self.Schedule.On(self.DateRules.Every(DayOfWeek.Tuesday, DayOfWeek.Tuesday),\
self.TimeRules.At(5,0),Action(self.Assesment))


def Assesment(self):
self.Tuedata = self.History(["USDCAD","BCOUSD"],25)
self.CAD = self.Tuedata.loc["USDCAD"]
self.Crude= self.Tuedata.loc["BCOUSD"]

Runtime Error: QuantConnect.Scheduling.ScheduledEventException: Python.Runtime.PythonException: KeyError : 'the label [BCOUSD] is not in the [index]'
at Python.Runtime.Dispatcher.Dispatch (System.Collections.ArrayList args) [0x00018] in <69d4fd635645431aa1e955e701040fd1>:0
at __System_ActionDispatcher.Invoke () [0x00006] in <2aa87619d95d4cf1814f88102356ece6>:0
at QuantConnect.Scheduling.ScheduleManager+<>c__DisplayClass16_0.<On>b__0 (System.String name, System.DateTime time) [0x00000] in <214ef3f28e094729a007a583e21ff557>:0
at QuantConnect.Scheduling.ScheduledEvent.OnEventFired (System.DateTime triggerTime) [0x00036] in <214ef3f28e094729a007a583e21ff557>:0
at QuantConnect.Scheduling.ScheduledEvent.OnEventFired (System.DateTime triggerTime) [0x00086] in <214ef3f28e094729a007a583e21ff557>:0
at QuantConnect.Scheduling.ScheduledEvent.Scan (System.DateTime utcTime) [0x0010f] in <214ef3f28e094729a007a583e21ff557>:0
at QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.SetTime (System.DateTime time) [0x0001f] in <a510f70a13de4ccba1d2d2354c76e59f>:0
at QuantConnect.Lean.Engine.AlgorithmManager.Run (QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Interfaces.IAlgorithm algorithm, QuantConnect.Lean.Engine.DataFeeds.IDataFeed feed, QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler transactions, QuantConnect.Lean.Engine.Results.IResultHandler results, QuantConnect.Lean.Engine.RealTime.IRealTimeHandler realtime, QuantConnect.Lean.Engine.Server.ILeanManager leanManager, System.Threading.CancellationToken token) [0x007cd] in <a510f70a13de4ccba1d2d2354c76e59f>:0
at QuantConnect.Lean.Engine.Engine+<>c__DisplayClass8_1.<Run>b__2 () [0x00097] in <a510f70a13de4ccba1d2d2354c76e59f>:0 (Open Stacktrace)

 

 

I've been having a problem accessing historical data from pandas dataframes. I keep getting a Key error for the Brent Crude CFD. I've adjusted the dates already such that it's not a problem with looking for data that's too far back (My test starts in 2016). I used  AddCfd and specified Oanda as the data source and I'm looking to get a day's worth of hourly data. I had a similar problem with forex data from FXCM that was resolved when I set the brokerage to Oanda but no such solution is possible for the CFD data. If anyone has had a similar issue I hope you can help me / have it solved for yourself as well.

Update Backtest








We have looked into it and we found out that we have an issue with low resolution data from that symbol.
The issue will be solved as soon as possible. Thank you for the report.

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Thank you!

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Update Backtest





0

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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