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get_pricing doesn't work in minute mode

Hi,

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')  
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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?

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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.