BadRequest for list_trades on timestamp parsing

[brendanfly]

Describe the bug
When issuing a request to list_trades I consistently get an error that the timestamp cannot be parsed. According to the API it can take the form of a str, int, datetime, date. I've tried passing in all 4 and still get the same error.

To Reproduce
Steps to reproduce the behavior:
Call the API with the following dictionary:

polygon.exceptions.BadResponse: {"status":"ERROR","request_id":"cb399e7fd0ae69e62906982f0f259c67","error":"failed to parse timestamp query params: invalid time string: parsing time "**{'timestamp.gt': '2024-02-27', 'order': 'asc', 'sort': 'timestamp', 'limit': 50000, 'timestamp.lt': '2024-03-13'}**" as "2006-01-02": cannot parse "{'timestamp.gt': '2024-02-27', 'order': 'asc', 'sort': 'timestamp', 'limit': 50000, 'timestamp.lt': '2024-03-13'}" as "2006""}

Expected behavior
Expect the API to succeed, and if there are no trades to return an empty result list.

Screenshots

Additional context
Using:
"polygon-api-client": {
"hashes": [
"sha256:0b1a4b0f6110be5732ac21858b91c61cca23160c1b696fd02f3d2ec6a658e929",
"sha256:57115f21851b100a06dd95245d2f9eec8fee84c1e2f4f7c5967dc8b2c371fc99"
],
"index": "pypi",
"markers": "python_version >= '3.8' and python_version < '4.0'",
"version": "==1.13.4"
},

[justinpolygon]

Hey @brendanfly, do you mind adding trace=True to your client to enable debugging? Like this:

client = RESTClient(trace=True)

Can you paste the output. Also, do you mind pasting the request code that's actually making the request so I can see the params being passed? This will help me debug and reproduce the issue.

[brendanfly]

Is this what you need?

Request URL: https://api.polygon.io/v3/trades/O:MSFT240621C00110000?timestamp=%7B%27timestamp.gte%27%3A+%272024-02-27%27%2C+%27order%27%3A+%27asc%27%2C+%27sort%27%3A+%27timestamp%27%2C+%27limit%27%3A+50000%2C+%27timestamp.lt%27%3A+%272024-03-13%27%7D
Request Headers: {'Authorization': 'Bearer REDACTED', 'Accept-Encoding': 'gzip', 'User-Agent': 'Polygon.io PythonClient/1.13.4'}
Response Headers: {'Server': 'nginx/1.19.2', 'Date': 'Tue, 12 Mar 2024 20:28:43 GMT', 'Content-Type': 'application/json', 'Content-Length': '237', 'Connection': 'keep-alive', 'Content-Encoding': 'gzip', 'Vary': 'Accept-Encoding', 'X-Request-Id': 'a7fc84afa35494f17ae5b9e06809ee49', 'Strict-Transport-Security': 'max-age=15724800; includeSubDomains'}

Request exception:

polygon.exceptions.BadResponse: {"status":"ERROR","request_id":"a7fc84afa35494f17ae5b9e06809ee49","error":"failed to parse timestamp query params: invalid time string: parsing time "{'timestamp.gte': '2024-02-27', 'order': 'asc', 'sort': 'timestamp', 'limit': 50000, 'timestamp.lt': '2024-03-13'}" as "2006-01-02": cannot parse "{'timestamp.gte': '2024-02-27', 'order': 'asc', 'sort': 'timestamp', 'limit': 50000, 'timestamp.lt': '2024-03-13'}" as "2006""}

Request code:
self.client = RESTClient(self.api_key, trace=True)

def get_options_trades(self, options_ticker, start_date, end_date=""):
        trades = []
        print("Getting trades for: {}".format(options_ticker))
        request_params = {
            "timestamp.gte" : '2024-02-27',
            "order" : "asc",
            "sort" : "timestamp",
            "limit" : 50000
        }

        if end_date != "":
            request_params.update({"timestamp.lt" : end_date})
        for t in self.client.list_trades(
            options_ticker,
            request_params
        ):
            trades.append(t)
        return trades

[justinpolygon]

Hey,

Here's an example that works:

from polygon import RESTClient

client = RESTClient(trace=True)  # POLYGON_API_KEY environment variable is used

trades = []
for t in client.list_trades("O:MSFT240621C00110000", 
	params={
        "timestamp.gte": "2024-02-27"
    },
	limit=50000):
    trades.append(t)

# prints each trade that took place
print(trades)

For your code, it looks like you might be directly passing the request_params dictionary without specifying it as params:

for t in self.client.list_trades(options_ticker, request_params):
    trades.append(t)

To fix the issue, try explicitly naming the params argument when calling the list_trades function:

trades = []
print("Getting trades for: {}".format(options_ticker))
request_params = {
    "timestamp.gte": '2024-02-27',
    "order": "asc",
    "sort": "timestamp",
    "limit": 50000
}

if end_date != "":
    request_params.update({"timestamp.lt": end_date})
for t in self.client.list_trades(options_ticker, params=request_params):  # Note the 'params=' here
    trades.append(t)
return trades

This change specifies that request_params should be used as the value for the params argument, which should resolve the parsing issue you're encountering.

[justinpolygon]

Also, I'm not sure if you have seen it yet but we released flat files for all plans https://polygon.io/blog/flat-files and you can download all trades that happen on a day now via https://polygon.io/flat-files/options-trades. If this fits your workflow it might help.

[justinpolygon]

Hopefully, this is fixed now. I'm going to close it. If you need anything else just pop a comment in here. Cheers.

[brendanfly]

Wow - how embarrassing. Thanks for helping out and point out the obvious mistake.

[brendanfly]

I was doing the above (improperly) for the list_snapshot_options_chain API in my production code as well. Maybe there's an opportunity to throw a better exception when a dictionary is there but not called 'params'? I am not sure how the list_snapshot_options_chain call was working. Just a thought on improving the story around the API.

[justinpolygon]

Honestly, happens to the best of us. You just needed a second set of eyes on it. haha. Yeah, I'll take a look to see if there is something more obvious we can throw as an error there.