Polygon historic_agg fails for 'day'

Alpaca Market Data
1

Hello,

When I try to use:
api.polygon.historic_agg_v2('AAPL', multiplier =1, timespan="day", _from=start, to=(end))

I get the following error:
Traceback (most recent call last):
File “historicalTest.py”, line 46, in
df = api.polygon.historic_agg_v2(‘AAPL’, multiplier =1, timespan=“day”, _from=start, to=(end)).df
File “/Users/aky/Documents/Algo/venv/lib/python3.7/site-packages/alpaca_trade_api/polygon/rest.py”, line 204, in historic_agg_v2
to=fix_daily_bar_date(format_date_for_api_call(to), timespan)
File “/Users/aky/Documents/Algo/venv/lib/python3.7/site-packages/alpaca_trade_api/polygon/rest.py”, line 65, in fix_daily_bar_date
date = dateutil.parser.parse(date)
File “/Users/aky/Documents/Algo/venv/lib/python3.7/site-packages/dateutil/parser/_parser.py”, line 1374, in parse
return DEFAULTPARSER.parse(timestr, **kwargs)
File “/Users/aky/Documents/Algo/venv/lib/python3.7/site-packages/dateutil/parser/_parser.py”, line 646, in parse
res, skipped_tokens = self._parse(timestr, **kwargs)
File “/Users/aky/Documents/Algo/venv/lib/python3.7/site-packages/dateutil/parser/_parser.py”, line 725, in _parse
l = _timelex.split(timestr) # Splits the timestr into tokens
File “/Users/aky/Documents/Algo/venv/lib/python3.7/site-packages/dateutil/parser/_parser.py”, line 207, in split
return list(cls(s))
File “/Users/aky/Documents/Algo/venv/lib/python3.7/site-packages/dateutil/parser/_parser.py”, line 76, in init
‘{itype}’.format(itype=instream.class.name))
TypeError: Parser must be a string or character stream, not int

The code works for any other timespan like minute, hour, month, week, etc. It just doesn’t work for day. Anyone know why?

2

It should work. Not exactly like yours but something like this works

# Set some arbitrary start and end dates and format as ISO strings
start_date = datetime.datetime(2020, 11, 11).isoformat()
end_date = datetime.datetime(2020, 11, 12).isoformat()

# Get minute and daily data for those dates
minute_data = api.polygon.historic_agg_v2('SPY', multiplier=15, timespan='minute',
                                          _from=start_date, 
                                          to=end_date).df

daily_data = api.polygon.historic_agg_v2('SPY', multiplier=1, timespan='day',
                                          _from=start_date, 
                                          to=end_date).df


# Display the results
display(minute_data, daily_data)

This displays two dataframes

image
image1260×1164 79.2 KB

What are your values for start and end? They should be strings. From the error it appears one or more may be integers?

3

I appreciate the quick response!

This code works for “minute” “hour”, “week”, and “month”, just not “day”

start = pytz.timezone(NY).localize(datetime(2020,1,1,9,30)).timestamp()*1000  # timestamp in micro seconds            
end = pytz.timezone(NY).localize(datetime(2020,12,30,16,0)).timestamp()*1000                    
df = api.polygon.historic_agg_v2('AAPL', multiplier =1, timespan="day", _from=start, to=(end)).df