Error using pandas datareader to extract stock data from alpha vantage

Question

I am trying to gather stock data from Alpha Vantage but I keep getting an error? I am using Alpha Vantage to extract the data. My code is below:

import pandas_datareader.data as web
import pandas as pd
import numpy as np
import datetime

start = datetime.datetime(2006,1,1)
end = datetime.datetime(2016,1,1)
BAC = web.DataReader('BAC', 'av-daily', start, end,api_key='****')
C = web.DataReader('C', 'av-daily', start, end,api_key='****')
GS = web.DataReader('GS', 'av-daily', start, end,api_key='****')
JPM = web.DataReader('JPM', 'av-daily', start, end,api_key='****')
MS = web.DataReader('MS', 'av-daily', start, end,api_key='****')
WFC = web.DataReader('WFC', 'av-daily', start, end,api_key='****')

where the asterisks denote my API key from Alpha Vantage. When I run this, I get the following error:

KeyError                                  Traceback (most recent call last)
~\Anaconda3\lib\site-packages\pandas_datareader\av\__init__.py in _read_lines(self, out)
     71         try:
---> 72             df = pd.DataFrame.from_dict(out[self.data_key], orient="index")
     73         except KeyError:

KeyError: 'Time Series (Daily)'

During handling of the above exception, another exception occurred:

RemoteDataError                           Traceback (most recent call last)
<ipython-input-37-4c470c35e03d> in <module>
      3 BAC = web.DataReader('BAC', 'av-daily', start, end,api_key='JLUM6QNSDCL3OHTU')
      4 C = web.DataReader('C', 'av-daily', start, end,api_key='JLUM6QNSDCL3OHTU')
----> 5 GS = web.DataReader('GS', 'av-daily', start, end,api_key='JLUM6QNSDCL3OHTU')
      6 JPM = web.DataReader('JPM', 'av-daily', start, end,api_key='JLUM6QNSDCL3OHTU')
      7 MS = web.DataReader('MS', 'av-daily', start, end,api_key='JLUM6QNSDCL3OHTU')

~\Anaconda3\lib\site-packages\pandas\util\_decorators.py in wrapper(*args, **kwargs)
    206                 else:
    207                     kwargs[new_arg_name] = new_arg_value
--> 208             return func(*args, **kwargs)
    209 
    210         return wrapper

~\Anaconda3\lib\site-packages\pandas_datareader\data.py in DataReader(name, data_source, start, end, retry_count, pause, session, api_key)
    577             pause=pause,
    578             session=session,
--> 579             api_key=api_key,
    580         ).read()
    581 

~\Anaconda3\lib\site-packages\pandas_datareader\base.py in read(self)
     98         """Read data from connector"""
     99         try:
--> 100             return self._read_one_data(self.url, self.params)
    101         finally:
    102             self.close()

~\Anaconda3\lib\site-packages\pandas_datareader\base.py in _read_one_data(self, url, params)
    110         else:
    111             raise NotImplementedError(self._format)
--> 112         return self._read_lines(out)
    113 
    114     def _read_url_as_StringIO(self, url, params=None):

~\Anaconda3\lib\site-packages\pandas_datareader\av\time_series.py in _read_lines(self, out)
    103 
    104     def _read_lines(self, out):
--> 105         data = super(AVTimeSeriesReader, self)._read_lines(out)
    106         # reverse since alphavantage returns descending by date
    107         data = data[::-1]

~\Anaconda3\lib\site-packages\pandas_datareader\av\__init__.py in _read_lines(self, out)
     79                 )
     80             else:
---> 81                 raise RemoteDataError()
     82         df = df[sorted(df.columns)]
     83         df.columns = [id[3:] for id in df.columns]

RemoteDataError:

Does anyone know what this means? Sometimes I get this error and other times I don't? I'll run the cell and it'll be fine, if I run it a few minutes later it sometimes gives me this error?

score 2 · Answer 1 · answered Jan 20 '20 at 19:31

The RemoteDataError() is raised when there is an error from the data vendor, in this case, it looks like you're using a standard API key. To quote the site, the standard keys have a threshold of:

up to 5 API requests per minute and 500 requests per day to achieve the best server-side performance. If you would like to target a larger API call volume, please visit premium membership.

So that's why it only works sometimes, you're hitting the rate limit on the free key.

Error using pandas datareader to extract stock data from alpha vantage

1 Answers1