alpacahq/Momentum-Trading-Example

couldn't get real-time async data from polygon

sue6233 opened this issue · 2 comments

Tried to run and go the following error messages:
135/136
136/136
Success.
Watching 136 symbols.
unknown channel A.VMD (you may need to specify the right data_stream)

Any input on this problem? thanks.

I have something similar:
179/179
Success.
Watching 179 symbols.
unknown channel A.ETRN (you may need to specify the right data_stream)
algo.py:376: RuntimeWarning: coroutine 'StreamConn.close' was never awaited
conn.close()
RuntimeWarning: Enable tracemalloc to get the object allocation traceback
Event loop is closed
...
Event loop is closed
Fatal Python error: Cannot recover from stack overflow.
Python runtime state: initialized

Current thread 0x0000326c (most recent call first):
File "C:\Users*\AppData\Local\Programs\Python\Python38\lib\asyncio\base_events.py", line 508 in _check_closed
File "C:\Users*
\AppData\Local\Programs\Python\Python38\lib\asyncio\base_events.py", line 591 in run_until_complete
File "C:\Users***\AppData\Local\Programs\Python\Python38\lib\site-packages\alpaca_trade_api\stream2.py", line 275 in run
File "algo.py", line 373 in run_ws

I suspect it's to do with the new API changing the Stream call in the channels = ['trade_updates'] block and tried to swap out the 'A' for 'T' according to the schema. It prevented the error but now the script just sits at "Watching ### symbols." for hours. It takes no action after that so I just end up killing the process. I think I'm on the right track, but not sure if something else needs to be changed as well.

Or could be to do with too much streaming data? The doc says it only allows 200 api calls/minute. Just error message doesn't say that way. New here.