I have been trying to pull FRED data from quandl using the following code.

# In Initialize
self.AddData(FRED, 'FRED/IPB52131N', Resolution.Daily)

class FRED(PythonQuandl):
'''Custom quandl data type for setting customized value column name. Value column is used for the primary trading calculations and charting.'''
def __init__(self):
self.ValueColumnName = "Value"

I'm trying to calculate the 12 month change of the index, but I keep running into errors "KeyError". I'm trying to run the Quandl data through self.History and slicing the Pandas dataframe.

Any help is appreciated!