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sammerry avatar sammerry commented on May 23, 2024

when batching symbols from alpaca and making requests to iex the following batch is attempted. The bac-w* symbol doesn't exist and throws an exception. On the following line.

https://github.com/alpacahq/pipeline-live/blob/master/pipeline_live/data/sources/iex.py#L34

The failing batch

['BAC-C', 'BAC-E', 'BAC-K', 'BAC-L', 'BAC-M', 'BAC-W*', 'BAC-Y', 'BAF', 'BAH', 'BAL', 'BAM', 'BANC', 'BANC-D', 'BANC-E', 'BAND', 'BANF', 'BANFP', 'BANR', 'BANX', 'BAP', 'BAPR', 'BAR', 'BAS', 'BASI', 'BATRA', 'BATRK', 'BATT', 'BAX', 'BB', 'BBAR', 'BBAX', 'BBBY', 'BBC', 'BBCA', 'BBCP', 'BBD', 'BBDC', 'BBDO', 'BBEU', 'BBF', 'BBGI', 'BBH', 'BBIO', 'BBJP', 'BBK', 'BBL', 'BBN', 'BBP', 'BBRE', 'BBSA', 'BBSI', 'BBT', 'BBT-D', 'BBT-E', 'BBT-F', 'BBT-G', 'BBT-H', 'BBU', 'BBUS', 'BBVA', 'BBW', 'BBX', 'BBY', 'BC', 'BC-A', 'BC-B', 'BC-C', 'BCBP', 'BCC', 'BCD', 'BCE', 'BCEI', 'BCEL', 'BCH', 'BCI', 'BCLI', 'BCM', 'BCML', 'BCNA', 'BCO', 'BCOM', 'BCOR', 'BCOV', 'BCOW', 'BCPC', 'BCRH', 'BCRX', 'BCS', 'BCSF', 'BCTF', 'BCV', 'BCV-A', 'BCX', 'BCYC', 'BDC', 'BDCL', 'BDCS', 'BDCZ', 'BDGE']

This looks like both Alpaca and IEX symbols do not play well with the IEX api. I have some time and can push a fix if someone can give me a little direction about the project.

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sammerry avatar sammerry commented on May 23, 2024

if i read this right, every time i use an IEX getter it pulls the full list of IEX symbols. My guess is that a fix would pass in the full list of symbols from the pipeline instead.

https://github.com/alpacahq/pipeline-live/blob/master/pipeline_live/data/sources/iex.py#L40

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sammerry avatar sammerry commented on May 23, 2024

It looks like pipeline live loads symbols that are not supported for API access on IEX. Changing the api call should fix it.

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ttt733 avatar ttt733 commented on May 23, 2024

Merged your PR addressing this; thanks!

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