HTTPError for a particular slice of expiration dates about fast_arrow HOT 5 CLOSED

I get the same error when trying to use the Option.mergein_marketdata. It worked for me 5 days ago, but it seems to have stopped working recently. Let me know if you find anything out. I'll do the same.

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I'm currently using a temporary fix. Basically I iterate over the expiration dates:

ops_all = []
for date in exp_dates:
    ops = Option.in_chain(client, option_chain['id'], [date])
    ops_all.append(Option.mergein_marketdata_list(client, ops))

It's a bit slower than the regular method, but throws HTTP errors less often.

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@pratik-r I tried running your script today for SPY using expiration dates = ['2019-10-11', '2019-10-18'], and didn't see the issue you described. Are you still running into this issue?

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@westonplatter I still face this error sometimes, but I've realized this has to do with Robinhood market data during off market hours, and is not a fastarrow issue. I'm closing this now.

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@pratik-r hey, sorry to hear it's an issue we can't correct with fast_arrow code. Thanks for replying back and contributing your insight on the issue.

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