How to import 3rd party data

[aburglopez1]

Hi, I am just getting started using vectorbt. I am trying to import 3rd party data (interactive brokers):

stock = Stock("AAPL", "SMART" , "USD")

bars = ib.reqHistoricalData(

    stock, endDateTime='', durationStr='3000 S',
    barSizeSetting='1 min', whatToShow='MIDPOINT', useRTH=True)

bars_df = util.df(bars)

bardict = {"COIN":bars_df}
bars_2 = vbt.Data.from_data({"AAPL":bars_df})

However this gives me the following error: TypeError: Data.__init__() missing 1 required positional argument: 'download_kwargs'

Any ideas what might be causing this? Thanks

[polakowo]

You don't need to create a Data object, you can use pandas Series/DataFrame just as fine. But if you still want a Data object, pass download_kwargs={}