Issue with data.history on stock list

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Mathieu M

posted Feb 8, 2019

Hello All,

When I try to get a stock list historical prices through data.history, I get the following error:

context.stocks = algo.pipeline_output('pipe').index.tolist()

context.symbols = []  
    for stock in context.stocks:  
       context.symbols.append(stock.symbol)

prices = pd.DataFrame([data.history(context.symbols, 'price', 100, '1d')])

ValueError: invalid literal for int() with base 10: 'UTX'

I first thought that it was caused by a single stock, so I used try/except, but I then realized that the error occured on about half of the list.
I don't understand since I'm using symbols... Anyone encoutered this before?

3 responses

Anyone ?

Same issue here, have tried searching the forums but none worked. Anyone else has the same error?

    fast=12  
    slow=26  
    sig=9  
    period = fast+slow+sig  
    stk = []  
    for stock in result.index:  
        stk.append(stock.symbol)  
    prices = data.history(stk, 'price', bar_count= period, frequency='1d')

Dan Whitnable

Jul 14, 2020

The data.history method expects an asset or an iterable (eg a list or series) of assets. An asset is an object. It's not the ticker symbol. In the code above stk is just a list of symbols. Assuming result.index is the index of a pipeline, that is all you need. It's already the asset objects and can be iterated. So, something like this should work

    prices = data.history(result.index, 'price', bar_count= period, frequency='1d')

There is no need to create a separate list and the following code can be deleted

    for stock in result.index:  
        stk.append(stock.symbol)

There is more detail on the data.history method in the docs. Check it out here. Good luck.

(This same question was also answered in a separate post https://www.quantopian.com/posts/valueerror-invalid-literal-for-int-with-base-10)

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