alpacahq/Momentum-Trading-Example

ERROR: consuming ws messages: unknown channel A.OPK (you may need to specify the right data_stream)

Opened this issue · 2 comments

giuseppe-salvatore commented

Hi,
so I tried investigating this error a bit and from the Alpaca API seems like the A channel (which should be the bars by second) doesn't exist. AM (the bars by minute does). I know this is polygon but I thought that this is what Alpaca is using under the hood.
I wonder whether this is the problem... also, I am using the paper trading just to make sure I don't mess things up.
Any help would be highly appreciated and if I manage to fix this I will create a PR anyway.
Thanks

RezaAIDL77 commented

Hei man, I do have a same issue. One idea I got this weekend is to check:
conn = tradeapi.stream2.StreamConn(api_key, api_secret, base_url)
instead of
conn = tradeapi.StreamConn(base_url=base_url, key_id=api_key_id, secret_key=api_secret)

Sorry if I didn't help. I myself is trying to fix this ...

Gabowatt commented

Specify the Data Stream in the StreamConn like this:
conn = tradeapi.StreamConn(base_url=base_url, key_id=api_key_id, secret_key=api_secret,data_stream='polygon')

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