My code to get stock snapshot for all nasdaq tickers is as follows
api_key=apis[2][“api_key”]
secret_key=apis[2][“secret_key”]
stock_client = StockHistoricalDataClient(api_key, secret_key)
assets = Asset.objects.filter(assetClass=2, equity_exchange__in=[“NASDAQ”], isSpotTradingAllowed=True)
symbol_list = [str(asset.symbol) for asset in assets]
assets get all the symbols traded on nasdaq in symbol_list, rest of the code is as follows
snapshot_request = StockSnapshotRequest(symbol_or_symbols=symbol_list,feed=DataFeed.SIP)
snapshot_data = stock_client.get_stock_snapshot(snapshot_request)
print("NASDAQ 2 SNAPSHOT DATA: “)
#print(snapshot_data)
snapshot_dict = dict(snapshot_data)
for symbol, data in snapshot_dict.items():
volume = data.daily_bar.volume
changeInPrice = float(data.latest_trade.price - data.previous_daily_bar.close)
price_change_percent = ((data.latest_trade.price - data.previous_daily_bar.close) / data.previous_daily_bar.close) * 100
print(f"NASDAQ 2 PRICE CHANGE PERCENTAGE: {price_change_percent}”)
if abs(price_change_percent) > 1.0 or abs(price_change_percent) < -1.0:
updated_values ={
‘asset_class’: 2,
‘priceChange’: changeInPrice,
‘priceChangePercent’: float(price_change_percent),
‘lastPrice’: float(data.minute_bar.close),
‘openPrice’: float(data.daily_bar.open),
‘highPrice’: float(data.daily_bar.high),
‘lowPrice’: float(data.daily_bar.low),
‘weightedAvgPrice’:float(data.daily_bar.vwap),
‘equity_exchange’: “NASDAQ”,
‘volume’: volume
}
obj, created = Gainer.objects.update_or_create(
symbol=symbol,
defaults=updated_values
)
obj.save()
more likely a symbol maybe isnt traded or not have the snapshot but as the error thrown is very generic so i have no idea what symbol is throwing error
before constructing the list of symbols i made sure i only load the symbols which are active and also tradable
what am i missing?