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I wanted to get some minute history data by using the following:

 hist_minutes = data.history(context.aapl,'price',50,'1m')

This gave me the following error:

NoDataForSid:No minute data for sid 2509.

This is strange because when I used 1d instead of 1m it did work, so why is that? And how can this be fixed in order to also get minute data.

Ade Bijon
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1 Answers1

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What data are you using? If you ingested the default Quandl bundle, that dataset in particular only has daily prices, and does not have minutely prices. You'll need to gather your own minutely data and either write a new bundle or ingest csv files.

If you want to use anything that's not US equity daily pricing, you'll need your own data.

Source / Disclaimer: I'm a Zipline maintainer.

freddiev4
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