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did something changed in the fetcher code? Fetcher gives 404 on files that do exist

An algo that worked a few days ago gives a 404 error while the file is perfectly Get-able: the file that I try to fetch and that gives a 404 is : https://www.quandl.com/api/v1/datasets/USTREASURY/YIELD.csv?auth_token=

4 responses

I had the same problem, also with Quandl. Then I uploaded the same file to Dropbox and it worked... It must be an issue with Quandl.

somebody asked Tammer of Quandl already? [email protected]

Hi,

We're digging in here but I'll tell you what we know this morning.

When backtests use fetcher, they make a head request to validate the call. These requests started to fail for Quandl recently. We're reaching out to Tammer et al at Quandl to figure out what's going on.

More broadly, the Quandl team is deprecating unencrypted requests. We made the decision to handle that for all our customers by replacing all http calls with https within fetcher (just for Quandl) to minimize any interruption, especially for live trading algos. This change went out last week in advance of Quandl's deprecation of unencryptied requests.

So though our first instinct was "Ooh, we must have goofed in making that change somehow", we don't think our recent fetcher change last week instigated this particular problem. We'll work with Quandl to figure out the best path forward to get fetcher calls to Quandl working again in backtests.

Thanks,
Josh

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To close the loop, Quandl fixed up their API. Algorithms using fetcher run properly again.

Thanks
Josh