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get_pricing doesn't work in minute mode


Can anybody suggest me how to make get_pricing to work in minute mode? It crashes with even simple set of parameters:

pricing = get_pricing(["AAPL"], start_date="2015-08-01", end_date="2016-08-01", frequency='minute')  
3 responses

Hi Ed,

This is a known issue with get_pricing for minute data; it only occurs when the specified start or end date is a non-trading day. In this case, 2015-08-01 was a Saturday.

So to get the right data for now, make the start and end dates both trading days. We already have a fix for the issue, and it should make its way to the site soon.


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Hi Nathan,

Thank you for your suggestion! It fixed the problem.
However, the also now crashes another way. Can you suggest how to fix it please?

This is an issue specific to using data_frequency='minute'. Currently, Zipline has a bug when minute data is passed in the form of a Pandas Panel. Unfortunately, there's no workaround on our platform (other than using daily data only). However, we have a fix for the bug that should be rolled out soon.