Quandl returns NaN data

[touringkg]

Hi,

I've no trouble pulling in OHLC fields from quandl's WIKI and CHRIS databases while CFTC or YALE databases return the field names and date range but NaN data?

Following this ticket , I've added the new field names to the time_series_fields_list.csv but no dice...

This code works:

import datetime
from findatapy.util import SwimPool; SwimPool()
from findatapy.market import Market, MarketDataGenerator, MarketDataRequest
from findatapy.util.loggermanager import LoggerManager

logger = LoggerManager().getLogger(__name__)
market = Market(market_data_generator=MarketDataGenerator())

md_request = MarketDataRequest(
                start_date = "01 Jan 2000",
                data_source = 'quandl',
                category= 'fx',
                tickers = ['EC1'],
                fields = ['close', 'open', 'high', 'low'],
                vendor_tickers = ['CHRIS/CME_EC1'],
                vendor_fields = ['last', 'open', 'high', 'low']) 

df = market.fetch_market(md_request)
print(df.tail(n=5))

But this returns NaN

import datetime
from findatapy.util import SwimPool; SwimPool()
from findatapy.market import Market, MarketDataGenerator, MarketDataRequest
from findatapy.util.loggermanager import LoggerManager

logger = LoggerManager().getLogger(__name__)
market = Market(market_data_generator=MarketDataGenerator())

md_request = MarketDataRequest(
                start_date = "01 Jan 1970",
                data_source = 'quandl',
                tickers = ['US_CONF_INDEX_VAL_INST'],
                fields = ['index value', 'standard error'],
                vendor_fields= ['index value', 'standard error'],
                vendor_tickers= ['YALE/US_CONF_INDEX_VAL_INST'])

df = market.fetch_market(md_request)
print(df.tail(n=5))

Thanks in advance

[saeedamen]

From memory, it doesn't allow field names with spaces (findatapy, will convert spaces in field names to underscore returned by Quandl?). However, let me double check this.