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Running Zipline algorithm - KeyError: 'the label [2000-01-03 00:00:00+00:00] is not in the [index]'

I am trying to run a Zipline algorithm on my local machine. Ubuntu 16.04. I have 2 versions of Python installed, and corresponding pip:

$ python -V
Python 2.7.12  
$ python3 -V
Python 3.5.2  

I follow these instructions:
http://www.zipline.io/beginner-tutorial.html

Already did in terminal
~$ zipline ingest Downloading Bundle: quantopian-quandl [####################################] 100% Writing data to /home/me/.zipline/data/quantopian-quandl/2017-08-14T02;46;20.841541.

(Notice: buggy editor!)

When I run in terminal
zipline run -f buyapple.py --start 2000-1-1 --end 2001-1-1 -o buyapple_out.pickle

I get
KeyError: 'the label [2000-01-03 00:00:00+00:00] is not in the [index]'

What is wrong here? Was this data not supposed to be downloaded by the data ingestion?