alpacahq/Momentum-Trading-Example

ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns

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I am getting this error after running the script as soon as it loads all the symbols. It populates one line every 3-5 seconds.

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Success.
Watching 399 symbols.
ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns
ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns
ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns
ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns
ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns
ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns
ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns
ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns

when I interrupt the program I get this.

await self._dispatch(data)
File "/usr/local/lib/python3.8/dist-packages/alpaca_trade_api/polygon/streamconn.py", line 224, in _dispatch
await handler(self, channel, ent)
File "algo.py", line 192, in handle_second_bar
minute_history[symbol].loc[ts] = new_data
File "/usr/local/lib/python3.8/dist-packages/pandas/core/indexing.py", line 692, in setitem
iloc._setitem_with_indexer(indexer, value, self.name)
File "/usr/local/lib/python3.8/dist-packages/pandas/core/indexing.py", line 1629, in _setitem_with_indexer
self._setitem_with_indexer_missing(indexer, value)
File "/usr/local/lib/python3.8/dist-packages/pandas/core/indexing.py", line 1918, in _setitem_with_indexer_missing
raise ValueError("cannot set a row with mismatched columns")
ValueError: cannot set a row with mismatched columns

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "algo.py", line 411, in
run(get_tickers(), market_open, market_close)
File "algo.py", line 372, in run
run_ws(conn, channels)
File "algo.py", line 378, in run_ws
conn.run(channels)
File "/usr/local/lib/python3.8/dist-packages/alpaca_trade_api/stream2.py", line 348, in run
loop.run_until_complete(self.close(should_renew))
File "/usr/lib/python3.8/asyncio/base_events.py", line 603, in run_until_complete
self.run_forever()
File "/usr/lib/python3.8/asyncio/base_events.py", line 570, in run_forever
self._run_once()
File "/usr/lib/python3.8/asyncio/base_events.py", line 1823, in _run_once
event_list = self._selector.select(timeout)
File "/usr/lib/python3.8/selectors.py", line 468, in select
fd_event_list = self._selector.poll(timeout, max_ev)
KeyboardInterrupt

Does anyone have any advice?

algo.txt