barchart data

[Oriono]

Hi Alex,

Awesome work! similar to your TD api, this saved me a lot of time from building it from scratch.

Everything seems to work fine besides the barchart data part.

I tried to use small time window to avoid data overload, even tho I couldn't get any of those barchart historical data functions working:

ts_client.stream_bars_start_date('TSLA',5,'Minute','2021-4-5','USEQPreAndPost')

and it gave me the following error:

ValueError                                Traceback (most recent call last)
/usr/local/lib/python3.9/site-packages/urllib3/response.py in _update_chunk_length(self)
    696         try:
--> 697             self.chunk_left = int(line, 16)
    698         except ValueError:

ValueError: invalid literal for int() with base 16: b''

During handling of the above exception, another exception occurred:

InvalidChunkLength                        Traceback (most recent call last)
/usr/local/lib/python3.9/site-packages/urllib3/response.py in _error_catcher(self)
    437             try:
--> 438                 yield
    439 

/usr/local/lib/python3.9/site-packages/urllib3/response.py in read_chunked(self, amt, decode_content)
    763             while True:
--> 764                 self._update_chunk_length()
    765                 if self.chunk_left == 0:

/usr/local/lib/python3.9/site-packages/urllib3/response.py in _update_chunk_length(self)
    700             self.close()
--> 701             raise InvalidChunkLength(self, line)
    702 

InvalidChunkLength: InvalidChunkLength(got length b'', 0 bytes read)

During handling of the above exception, another exception occurred:

ProtocolError                             Traceback (most recent call last)
/usr/local/lib/python3.9/site-packages/requests/models.py in generate()
    752                 try:
--> 753                     for chunk in self.raw.stream(chunk_size, decode_content=True):
    754                         yield chunk

/usr/local/lib/python3.9/site-packages/urllib3/response.py in stream(self, amt, decode_content)
    571         if self.chunked and self.supports_chunked_reads():
--> 572             for line in self.read_chunked(amt, decode_content=decode_content):
    573                 yield line

/usr/local/lib/python3.9/site-packages/urllib3/response.py in read_chunked(self, amt, decode_content)
    792             if self._original_response:
--> 793                 self._original_response.close()
    794 

/usr/local/Cellar/[email protected]/3.9.2_1/Frameworks/Python.framework/Versions/3.9/lib/python3.9/contextlib.py in __exit__(self, type, value, traceback)
    134             try:
--> 135                 self.gen.throw(type, value, traceback)
    136             except StopIteration as exc:

/usr/local/lib/python3.9/site-packages/urllib3/response.py in _error_catcher(self)
    454                 # This includes IncompleteRead.
--> 455                 raise ProtocolError("Connection broken: %r" % e, e)
    456 

ProtocolError: ("Connection broken: InvalidChunkLength(got length b'', 0 bytes read)", InvalidChunkLength(got length b'', 0 bytes read))

During handling of the above exception, another exception occurred:

ChunkedEncodingError                      Traceback (most recent call last)
~/Documents/Fun/trading/apis/ts.py in 
----> 43 ts_client.stream_bars_start_date('TSLA',5,'Minute','2021-4-5','USEQPreAndPost')

~/Documents/Fun/trading/apis/client.py in stream_bars_start_date(self, symbol, interval, unit, start_date, session)
   1024 
   1025         # grab the response.
-> 1026         response = self._handle_requests(
   1027             url=url_endpoint,
   1028             method='get',

~/Documents/Fun/trading/apis/client.py in _handle_requests(self, url, method, headers, args, stream, payload)
    523                 response = requests.get(
    524                     url=url, headers=headers, params=args, verify=True, stream=True)
--> 525                 for line in response.iter_lines(chunk_size=300):
    526 
    527                     if 'END' not in line.decode() and line.decode() != '':

/usr/local/lib/python3.9/site-packages/requests/models.py in iter_lines(self, chunk_size, decode_unicode, delimiter)
    795         pending = None
    796 
--> 797         for chunk in self.iter_content(chunk_size=chunk_size, decode_unicode=decode_unicode):
    798 
    799             if pending is not None:

/usr/local/lib/python3.9/site-packages/requests/models.py in generate()
    754                         yield chunk
    755                 except ProtocolError as e:
--> 756                     raise ChunkedEncodingError(e)
    757                 except DecodeError as e:
    758                     raise ContentDecodingError(e)

ChunkedEncodingError: ("Connection broken: InvalidChunkLength(got length b'', 0 bytes read)", InvalidChunkLength(got length b'', 0 bytes read))

I thought it might be Tradestation API issue, then I checked in Postman and it worked fine.

Could you take a look when you have time and see if it could be an easy fix?

Thanks,
Orion