I keep having problems with websocket streaming that make it impossible to test my algorithm. It happens to me with the Q channel, which crashes very often giving me the most disparate errors (sometimes even not giving any, but simply not streaming the data).
The last mistake I run into is this:
runfile ('C: /Users/Matteoc/Downloads/aplaca/exp_AM.py', wdir = 'C: / Users / Matteoc / Downloads / aplaca')
WARNING: root: code = 1006 (connection closed abnormally [internal]), no reason
Traceback (most recent call last):
File "C: \ Users \ Matteoc \ Downloads \ aplaca \ exp_AM.py", line 229, in <module>
conn.run (['Q.AAPL', 'Q.TSLA', 'Q.GOOG', 'Q.GS', 'Q.AMZN', 'Q.SHLD', 'Q.RL', 'Q. CL ',' Q.MMM ',' Q.CVX ',' Q.NKE ',' Q.BA ',' Q.XOM ',' Q.JNJ ',' Q.PG ',' Q.SLB ' , 'Q.PRU', 'Q.BIIB', 'Q.WMT', 'Q.KO', 'Q.TGT', 'Q.HPQ', 'Q.PXD', 'Q.JPM']
File "C: \ Users \ Matteoc \ Downloads \ aplaca \ alpaca_trade_api \ stream2.py", line 298, in run
loop.run_until_complete (self.consume ())
File "C: \ Users \ Matteoc \ anaconda3 \ lib \ site-packages \ nest_asyncio.py", line 96, in run_until_complete
return f.result ()
File "C: \ Users \ Matteoc \ anaconda3 \ lib \ asyncio \ futures.py", line 173, in result
raise exceptions.CancelledError
`CanceledError`
or like
T`raceback (most recent call last):`
File "C:\Users\Matteoc\Downloads\aplaca\exp_AM.py", line 229, in <module>
conn.run([ 'Q.AAPL', 'Q.TSLA', 'Q.GOOG', 'Q.GS', 'Q.AMZN', 'Q.SHLD', 'Q.RL', 'Q.CL', 'Q.MMM', 'Q.CVX', 'Q.NKE', 'Q.BA', 'Q.XOM', 'Q.JNJ', 'Q.PG', 'Q.SLB', 'Q.PRU', 'Q.BIIB', 'Q.WMT', 'Q.KO', 'Q.TGT', 'Q.HPQ', 'Q.PXD', 'Q.JPM' ]
File "C:\Users\Matteoc\Downloads\aplaca\alpaca_trade_api\stream2.py", line 298, in run
loop.run_until_complete(self.consume())
File "C:\Users\Matteoc\anaconda3\lib\site-packages\nest_asyncio.py", line 96, in run_until_complete
return f.result()
File "C:\Users\Matteoc\anaconda3\lib\asyncio\futures.py", line 173, in result
raise exceptions.CancelledError
CancelledError
and even when it works and streams after a while it crashes with various errors.
Where can i look for a solution?