Something wrong with fetching macro data using DataFeatures


you will see it has three columns with names SPX Index.close_price, SPX Index.bb_live and SPX Index.bb_price. All the data are NaN.

Hi Xl2940,


Please specify fields as Close Price for the macro tickers. Only Close Price field is available for these macro tickers.

macroFeatures = alphien.data.DataFeatures(macro_tickers,startDate=‘2014-12-28’,endDate=‘2015-12-28’,fields=“Close Price”)


Thank you

Got it! :slight_smile: Thanks