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With a R1-4 node executed the following code in a research.ipynb file and the kernel crashed.
import calendar
qb = QuantBook() es = qb.AddFuture(Futures.Indices.SP500EMini) es.SetFilter(timedelta(-360), timedelta(360))
start_time = datetime(date.today().year, 1, 1, 0, 0) end_time = datetime(date.today().year, 6, 30, 23, 59) future_history = qb.GetFutureHistory(es.Symbol, start_time, end_time)
history = future_history.GetAllData()
Is there a better method to access and query a year of futures contracts data that does not crash the kernel?
The text was updated successfully, but these errors were encountered:
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With a R1-4 node executed the following code in a research.ipynb file and the kernel crashed.
import calendar
qb = QuantBook()
es = qb.AddFuture(Futures.Indices.SP500EMini)
es.SetFilter(timedelta(-360), timedelta(360))
Year to Date
start_time = datetime(date.today().year, 1, 1, 0, 0)
end_time = datetime(date.today().year, 6, 30, 23, 59)
future_history = qb.GetFutureHistory(es.Symbol, start_time, end_time)
Get all futures data as a dataframe
history = future_history.GetAllData()
Is there a better method to access and query a year of futures contracts data that does not crash the kernel?
The text was updated successfully, but these errors were encountered: