Greetings!
I apologize that this is a basic question but for the life of me, I can't make get_pricing() do what I want in the Research environment. I want to return two columns, "price" and "volume," in the resultant data table. I've tried:
import pandas as pd
import quantopian.research as qr
ts_start = pd.Timestamp('2018-12-27 09:30:00-05:00')
ts_end = pd.Timestamp('2018-12-27 10:31:00-05:00')
pricing0 = qr.get_pricing(['AMD'], start_date=ts_start, end_date=ts_end, frequency='minute',
fields=['price', 'volume'])
pricing0.head(60) But I get the below error message. I've also tried: fields='price, volume' but that didn't work either.
I've been using the API guide as reference. Also, the API says that "fields" is optional but I've found that when I omit it, I get the same error message.
Note, when I pass "price" or "volume" individually, that works.
Can someone please help? Thank you!
Error message:
NotImplementedErrorTraceback (most recent call last)
in ()
19 fields=['price', 'volume'])
20
---> 21 pricing0.head(60)
22
/usr/local/lib/python2.7/dist-packages/pandas/core/panel.pyc in head(self, n)
626
627 def head(self, n=5):
--> 628 raise NotImplementedError
629
630 def tail(self, n=5):
NotImplementedError:
