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"history" for quandl's fetched csv data

Hi all,

I'm considering adding a moving average of VIX or put/call ratio (like the robotus post by Florent) to my last posted TMF/SPXL pair trading algo.
In the quantopian documentation it says

batch_transform will stop working some time in the future. Use history instead.

So I try to use "history" to get a slice of last 30 days' VIX values first. But "history" doesn't recognizes the imported symbol ("VIX_q" in the attached code).

Besides, it seems history only recognizes a limited number of candidates values for the keyword field, like high, low, price. So if I have a user-defined column called vixclose as in the attached code, history wont recognize it.

I found Florent used batch_transform in his robotus algo to bypass this issue. Maybe I'm missing something here, kindly show me some clue. Thanks a lot!

Best,
Han

1 response

Never mind, here is a post that raised the same problem.
https://www.quantopian.com/posts/how-can-i-get-the-values-of-vix-and-vxv-in-an-algo

Best,
Han