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Live feed alpaca-backtrader-api - KeyError: ‘bidprice’
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I understand that this is not bug by backtrader, but anyway maybe someone had the same.
When stock is hold by exchange or sometimes after overnight I see that type of error. How I can catch this?
File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1130, in run runstrat = self.runstrategies(iterstrat) File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1301, in runstrategies self._runnext(runstrats) File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1545, in _runnext drets.append(d.next(ticks=False)) File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/feed.py", line 407, in next ret = self.load() File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/feed.py", line 479, in load _loadret = self._load() File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/alpaca_backtrader_api/alpacadata.py", line 301, in _load ret = self._load_tick(msg) File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/alpaca_backtrader_api/alpacadata.py", line 401, in _load_tick msg['bidprice']) KeyError: 'bidprice'
