'UniverseContainer' object is not subscriptable

takanaka8m

Hi, I am trying to get a price history for tickers that meet certain criterias, so I run :

rd.get_history(universe = ['TFMBMH6', 'TFMBMK6', 'TFMBMJ6', 'TFMBMM6', 'TFMBMN6', 'TFMBMF7', 'TFMBMV6', 'TFMBMG7', 'TFMBMZ6', 'TFMBMH7', 'TFMBMX6', 'TFMBMJ7', 'TFMBMU6', 'TFMBMQ6', 'TFMBMK7', 'TFMBMQ7', 'TFMBMM7', 'TFMBMN7', 'TFMBMZ7', 'TFMBMX7', 'TFMBMU7', 'TFMBMV7', 'TFMBMV8', 'TFMBMG8', 'TFMBMM8', 'TFMBMZ8', 'TFMBMG9', 'TFMBMH9', 'TFMBMF8', 'TFMBMN8', 'TFMBMJ8', 'TFMBMQ8', 'TFMBMJ9', 'TFMBMK8', 'TFMBMX8', 'TFMBMK9', 'TFMBMF9', 'TFMBMU8', 'TFMBMH8', 'TFMBMM9', 'TFAN26'], fields=['MID_PRICE'], start=datetime.today()-timedelta(3), end=datetime.today(), interval='1min'),

which returns error :

TypeError: 'UniverseContainer' object is not subscriptable

However, if I omit 'TFAN26', the error doesn't appear anymore. There is no way that I check each ric to see if it returns something or run it in a loop with error handling because of how long one run of rd.get_history takes even for a single ric. Is there anyway to prevent this error ? It seems that it's converting the list into a UniverseContainer object if one of the underlying rics results in a problem.

Jirapongse

@takanaka8m

Thank you for reaching out to us.

Under the hood, the historical pricing API endpoint used by ld.get_history to retrieve historical BID and ASK data does not support batch requests. It only processes one RIC per request, but the library manages this internally on behalf of the application. Consequently, if an issue occurs with any item in the batch, an exception is thrown and the function does not return an output.

A possible solution is to request one RIC at a time or use the historical_pricing asynchronous interface to retrieve data with one RIC per call.