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dougransom / vix_utils

vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term Structure data can be exported to excel (.xslx), csv, and pickle formats.
MIT License
41 stars 9 forks source link

This package is not working anymore, isn't it? #27

Closed vibarco closed 11 months ago

vibarco commented 11 months ago

DEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 400 None

Best regards

dougransom commented 11 months ago

You need to upgrade. pip install --upgrade vix_utils. Please close this when you get it working.

vibarco commented 11 months ago

Many thanks dougransom,

Still with the problem after doing pip install --upgrade vix_utils and doing vixutil -r

Rebuilding data files from Quandl and CBOE
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vixcurrent.csv lines_to_discard 1
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vvixtimeseries.csv lines_to_discard 1
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vix9ddailyprices.csv lines_to_discard 3
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vix3mdailyprices.csv lines_to_discard 2
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vix6mdailyprices.csv lines_to_discard 2
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/gvzhistory.csv lines_to_discard 1
DEBUG:root:
Reading URL https://ww2.cboe.com//publish/scheduledtask/mktdata/datahouse/RVOL_History.csv lines_to_discard 1
DEBUG:root:
Reading URL https://ww2.cboe.com//publish/scheduledtask/mktdata/datahouse/RVOL3M_History.csv lines_to_discard 1
DEBUG:root:
Reading URL https://ww2.cboe.com//publish/scheduledtask/mktdata/datahouse/RVOL6M_History.csv lines_to_discard 1
DEBUG:root:
Reading URL https://ww2.cboe.com//publish/scheduledtask/mktdata/datahouse/RVOL12M_History.csv lines_to_discard 1
DEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 429 None
DEBUG:urllib3.util.retry:Incremented Retry for (url='/api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc'): Retry(total=4, connect=5, read=5, redirect=None, status=None)
DEBUG:urllib3.connectionpool:Retry: /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc
DEBUG:root:
Writing file   vix6mdailyprices.csv
vix6mdailyprices.csv:  <!DOCTYPE html>
<!--[if lt IE 7]> <html class="no-js ie6 oldie" lang="en-US"> <![endif]-->
<!--[if IE 7]>    <html class="no-js ie7 oldie" lang="en-US"> <![endif]-->
<!--[if IE 8]>    <html class="no-js ie8 oldie" lang="en-US"> <![endif]-->
<!--[if gt IE 8]><!--> <html class="no-js" lang="en-US"> <!--<![endif]-->
<head>

<title>ww2.cboe.com | 523: Origin is unreachable</title>
<meta charset="UTF-8" />
<meta http-equiv="Content-Type" content="text/html; charset=UTF-8" />
<meta http-equiv="X-UA-CDEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 429 None

DEBUG:urllib3.util.retry:Incremented Retry for (url='/api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc'): Retry(total=3, connect=5, read=5, redirect=None, status=None)
DEBUG:urllib3.connectionpool:Retry: /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc
DEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 429 None
DEBUG:urllib3.util.retry:Incremented Retry for (url='/api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc'): Retry(total=2, connect=5, read=5, redirect=None, status=None)
DEBUG:root:Elapsed time 3.0354511000005004 for add_columns_d  (1,)
DEBUG:root:Elapsed time 1.8081062000001111 for add_columns_d  (2,)
DEBUG:urllib3.connectionpool:Retry: /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc
DEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 429 None
DEBUG:urllib3.util.retry:Incremented Retry for (url='/api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc'): Retry(total=1, connect=5, read=5, redirect=None, status=None)
DEBUG:root:Elapsed time 1.8682104999998046 for add_columns_d  (3,)
DEBUG:root:Elapsed time 1.7496389000007184 for add_columns_d  (4,)
DEBUG:urllib3.connectionpool:Retry: /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc

Rebuilding data files from Quandl and CBOE
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vixcurrent.csv lines_to_discard 1
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vvixtimeseries.csv lines_to_discard 1
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vix9ddailyprices.csv lines_to_discard 3
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vix3mdailyprices.csv lines_to_discard 2
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vix6mdailyprices.csv lines_to_discard 2
DEBUG:root:
Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/gvzhistory.csv lines_to_discard 1      
DEBUG:root:
Reading URL https://ww2.cboe.com//publish/scheduledtask/mktdata/datahouse/RVOL_History.csv lines_to_discard 1   
DEBUG:root:
Reading URL https://ww2.cboe.com//publish/scheduledtask/mktdata/datahouse/RVOL3M_History.csv lines_to_discard 1
DEBUG:root:
Reading URL https://ww2.cboe.com//publish/scheduledtask/mktdata/datahouse/RVOL6M_History.csv lines_to_discard 1
DEBUG:root:
Reading URL https://ww2.cboe.com//publish/scheduledtask/mktdata/datahouse/RVOL12M_History.csv lines_to_discard 1
DEBUG:root:
Writing file   vix3mdailyprices.csv 
vix3mdailyprices.csv:  <!DOCTYPE html>
<!--[if lt IE 7]> <html class="no-js ie6 oldie" lang="en-US"> <![endif]-->
<!--[if IE 7]>    <html class="no-js ie7 oldie" lang="en-US"> <![endif]-->
<!--[if IE 8]>    <html class="no-js ie8 oldie" lang="en-US"> <![endif]-->
<!--[if gt IE 8]><!--> <html class="no-js" lang="en-US"> <!--<![endif]--> 
<head>

<title>ww2.cboe.com | 523: Origin is unreachable</title>
<meta charset="UTF-8" />
<meta http-equiv="Content-Type" content="text/html; charset=UTF-8" />     
<meta http-equiv="X-UA-C
DEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 429 None
DEBUG:urllib3.util.retry:Incremented Retry for (url='/api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc'): Retry(total=4, connect=5, read=5, redirect=None, status=None)
DEBUG:urllib3.connectionpool:Retry: /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc
DEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 429 None
DEBUG:urllib3.util.retry:Incremented Retry for (url='/api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc'): Retry(total=3, connect=5, read=5, redirect=None, status=None)
DEBUG:urllib3.connectionpool:Retry: /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc
DEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 429 None
DEBUG:urllib3.util.retry:Incremented Retry for (url='/api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc'): Retry(total=2, connect=5, read=5, redirect=None, status=None)
DEBUG:root:Elapsed time 2.7765565999998216 for add_columns_d  (1,)
DEBUG:root:Elapsed time 1.9307438999994702 for add_columns_d  (2,)
DEBUG:urllib3.connectionpool:Retry: /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc
DEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 429 None
DEBUG:urllib3.util.retry:Incremented Retry for (url='/api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc'): Retry(total=1, connect=5, read=5, redirect=None, status=None)
DEBUG:root:Elapsed time 2.0237631999998484 for add_columns_d  (3,)
DEBUG:root:Elapsed time 1.856482700000015 for add_columns_d  (4,)
DEBUG:urllib3.connectionpool:Retry: /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc
DEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 429 None
DEBUG:urllib3.util.retry:Incremented Retry for (url='/api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc'): Retry(total=0, connect=5, read=5, redirect=None, status=None)
DEBUG:root:Elapsed time 1.91263489999983 for add_columns_d  (5,)
DEBUG:root:Elapsed time 1.9090821999998298 for add_columns_d  (6,)
DEBUG:root:Elapsed time 1.8580203000001347 for add_columns_d  (7,)
DEBUG:root:Elapsed time 2.017404700000043 for add_columns_d  (8,)
DEBUG:urllib3.connectionpool:Retry: /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc
DEBUG:urllib3.connectionpool:https://data.nasdaq.com:443 "GET /api/v3/datasets/CHRIS/CBOE_VX1/data?order=asc HTTP/1.1" 429 None
DEBUG:root:Elapsed time 2.0083371000000625 for add_columns_d  (9,)
DEBUG:root:Elapsed time 18.314133299999412 for concat  (<generator object vix_futures_trade_dates_and_settlement_dates.<locals>.<genexpr> at 0x000001D35315
DEBUG:root:Elapsed time 0.08120270000017626 for pivot_on_contract_maturity  (            Contract Month Settlement Date        tds  Trade Days to Settlement  Days to Settlement
DEBUG:root:Elapsed time 18.417575299999953 for vix_futures_trade_dates_and_settlement_dates  ()
Traceback (most recent call last):
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\runpy.py", line 196, in _run_module_as_main
    return _run_code(code, main_globals, None,
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\runpy.py", line 86, in _run_code
    exec(code, run_globals)
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\Scripts\vixutil.exe\__main__.py", line 4, in <module>
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\site-packages\vix_utils\vixutil.py", line 264, in <module>
    main()
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\site-packages\vix_utils\vixutil.py", line 238, in main
    timeit(logging.INFO)(asyncio.run)(vutils.rebuild())
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\site-packages\vix_utils\futures_utils.py", line 21, in timed
    result = method(*args, **kw)
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\asyncio\runners.py", line 44, in run
    return loop.run_until_complete(main)
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\asyncio\base_events.py", line 649, in run_until_complete
    return future.result()
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\site-packages\vix_utils\vixutil.py", line 78, in rebuild
    (cash_vix, _, wide_vix_calendar) = await asyncio.gather(ch, download_quandl_coro, wide_vix_calendar_coro)
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\site-packages\vix_utils\vix_cash_term_structure.py", line 148, in get_vix_index_histories
    frames_unfixed = await asyncio.gather(*frames_coro)
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\site-packages\vix_utils\vix_cash_term_structure.py", line 143, in read_csv_from_web
    frame = pd.read_csv(input_stream, header=lines_to_discard)
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\site-packages\pandas\io\parsers\readers.py", line 912, in read_csv
    return _read(filepath_or_buffer, kwds)
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\site-packages\pandas\io\parsers\readers.py", line 583, in _read
    return parser.read(nrows)
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\site-packages\pandas\io\parsers\readers.py", line 1704, in read
    ) = self._engine.read(  # type: ignore[attr-defined]
  File "C:\Users\vicente\miniconda3\envs\backtesting-dash\lib\site-packages\pandas\io\parsers\c_parser_wrapper.py", line 234, in read
    chunks = self._reader.read_low_memory(nrows)
  File "pandas\_libs\parsers.pyx", line 812, in pandas._libs.parsers.TextReader.read_low_memory
  File "pandas\_libs\parsers.pyx", line 873, in pandas._libs.parsers.TextReader._read_rows
  File "pandas\_libs\parsers.pyx", line 848, in pandas._libs.parsers.TextReader._tokenize_rows
  File "pandas\_libs\parsers.pyx", line 859, in pandas._libs.parsers.TextReader._check_tokenize_status
  File "pandas\_libs\parsers.pyx", line 2025, in pandas._libs.parsers.raise_parser_error
pandas.errors.ParserError: Error tokenizing data. C error: Expected 1 fields in line 13, saw 2

Best regards

vibarco commented 11 months ago

Hello dougrounsom,

the problem was on my side. The token that i used was not right.

Many thanks for the support.

Best