ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns

[ghoshsanjoy78]

I am trying to run the code. I goes as far as "Watching symbols"
But then it keeps hitting this error -
ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns
What could be the issue and how do I fix it?

[jusmark123]

The new api version returns an additional column 'vwap' in the historic_agg_v2 call. Add the following just under the call

if 'vwap' in minute_history[symbol]:
             minute_history[symbol].drop('vwap', axis=1, inplace=True)

[Gabowatt]

@jusmark123 I just added this and it eliminated that issue but now it gets stuck on "watching symbols" forever. Have you faced a similar issue?

Change made:
for symbol in symbols:
minute_history[symbol] = api.polygon.historic_agg_v2(
timespan="minute", symbol=symbol, limit=1000, multiplier=1, _from=yesterday.strftime("%Y-%m-%d"), to=today.strftime("%Y-%m-%d")
).df
if 'vwap' in minute_history[symbol]:
minute_history[symbol].drop('vwap', axis=1, inplace=True)
c += 1
print('{}/{}'.format(c, len(symbols)))
print('Success.')
return minute_history

[jusmark123]

Not sure, the script waits for until 15 minutes after market to open then gathers symbols to watch. Buying mode takes place for the first hour of execution, then it switches to sell mode for the rest of the day. The issue could be that the buying window was missed so there nothing to sell. So it just watches the symbols taking no action. I set a cron to start the script at 6:30 AM EST Justin Walker

…

Sent from my iPhone

On Sep 9, 2020, at 9:55 AM, Gabowatt ***@***.***> wrote:  @jusmark123 I just added this and it eliminated that issue but now it gets stuck on "watching symbols" forever. Have you faced a similar issue? Change made: for symbol in symbols: minute_history[symbol] = api.polygon.historic_agg_v2( timespan="minute", symbol=symbol, limit=1000, multiplier=1, _from=yesterday.strftime("%Y-%m-%d"), to=today.strftime("%Y-%m-%d") ).df if 'vwap' in minute_history[symbol]: minute_history[symbol].drop('vwap', axis=1, inplace=True) c += 1 print('{}/{}'.format(c, len(symbols))) print('Success.') return minute_history — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub, or unsubscribe.

[russelldouglas]

@Gabowatt @jusmark123 I am having the same problem in which, after fixing the mismatched columns, it just gets stuck on "watching symbols" forever. I have run it for multiple days now, and it never buys. Did either of your figure out why this is or fix it in some way?

[nickvertucci]

Any resolve to this? I have a running code that also stops at watching symbols

[GreengageLTD]

Have the same issue. Made the edit @jusmark123 offered but it still stalls. is it an issue with multiple feeds? Can a dummy column be inserted to match them up? What would that look like?

Getting current ticker data...
Success.
Tracking 158 symbols.
Getting historical data...
1/158
Success.
Watching 158 symbols.
ERROR:root:error while consuming ws messages: cannot set a row with mismatched columns
^CTraceback (most recent call last):
File "/home/primary/.local/lib/python3.6/site-packages/alpaca_trade_api/stream2.py", line 331, in run
loop.run_until_complete(self.consume())
File "/usr/lib/python3.6/asyncio/base_events.py", line 484, in run_until_complete
return future.result()
File "/home/primary/.local/lib/python3.6/site-packages/alpaca_trade_api/stream2.py", line 316, in consume
self.data_ws.consume(),
File "/home/primary/.local/lib/python3.6/site-packages/alpaca_trade_api/polygon/streamconn.py", line 108, in cons
ume
await self._consume_task
File "/home/primary/.local/lib/python3.6/site-packages/alpaca_trade_api/polygon/streamconn.py", line 114, in _con
sume_msg
await self._dispatch(data)
File "/home/primary/.local/lib/python3.6/site-packages/alpaca_trade_api/polygon/streamconn.py", line 221, in _dis
patch
await handler(self, channel, ent)
File "wm4_v2.txt", line 192, in handle_second_bar
minute_history[symbol].loc[ts] = new_data
File "/home/primary/.local/lib/python3.6/site-packages/pandas/core/indexing.py", line 670, in setitem
iloc._setitem_with_indexer(indexer, value)
File "/home/primary/.local/lib/python3.6/site-packages/pandas/core/indexing.py", line 1626, in _setitem_with_inde
xer
self._setitem_with_indexer_missing(indexer, value)
File "/home/primary/.local/lib/python3.6/site-packages/pandas/core/indexing.py", line 1856, in _setitem_with_inde
xer_missing
raise ValueError("cannot set a row with mismatched columns")
ValueError: cannot set a row with mismatched columns
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "wm4_v2.txt", line 401, in
run(get_tickers(), market_open, market_close)
File "wm4_v2.txt", line 372, in run

[jusmark123]

The error is telling you that the data being added to a dataFrame does have the same columns. You can place a print statement during iterations to find the issue. It shouldn't have anything to do with multiple streams. The trace states that it is happening in the run() function. You can print the DataFrame columns with df.columns.values.tolist() you can even set up a try/except statement that will catch the error so you can print the column. If you are using and IDE like spyder or pycharm then you can debug and step through the code to see your variables including dataFrame structure.

[GreengageLTD]

@jusmark123 Thank you. It looks a lot better today. I appreciate your help.

[domnicsavio]

I'm having the same issue