the readme example throws an Exception

[jazzist91]

I copied the example from the README exactly, I did not change anything except for modifying the API key , secret key and having the following setting:

IS_BACKTEST = True
IS_LIVE = False
symbol = "AAPL"
...

I am getting the following Exception:

Starting Portfolio Value: 100000.0
***** DATA NOTIF: DELAYED
xception in thread Thread-1:
Traceback (most recent call last):
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/threading.py", line 932, in _bootstrap_inner
    self.run()
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/threading.py", line 870, in run
    self._target(*self._args, **self._kwargs)
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/alpaca_backtrader_api/alpacastore.py", line 414, in _t_candles
    cdl = cdl.loc[
  File "/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/pandas/core/frame.py", line 5162, in dropna
    raise KeyError(list(np.compress(check, subset)))
KeyError: ['high']

it seems that the data that is coming back from the Alpaca broker is not properly formatted
please assist in resolving this

[camelpac]

Hi have you installed the version?

[jazzist91]

I checked all versions and made sure that they match the alpaca-backtrader-api reqruiements
as far as I can tell, I have the most up to date code

[hyeokhyen]

I also see following error.
Not sure which version of pandas work with alpaca

raise TypeError("Index must be DatetimeIndex")

[jrhone]

I'm seeing the same KeyError: ['high']

$ pip freeze 
alpaca-backtrader-api==0.14.0
alpaca-trade-api==1.2.2
backtrader==1.9.76.123
pandas==1.1.5

[PanicAtTheDisco88]

I am also getting the same KeyError: ['high']

Name Version Build Channel

alpaca 1.0.0 pypi_0 pypi
alpaca-backtrader-api 0.14.0 pypi_0 pypi
alpaca-trade-api 1.2.2 pypi_0 pypi
(dev)

[claytantor]

{'code': 42210000, 'message': 'your subscription does not permit querying data from the past 15 minutes'}

update the data period to not include today:

data0 = DataFactory(dataname='AAPL', historical=True, fromdate=datetime(
        2019, 1, 1), todate=datetime(
        2021, 1, 1), timeframe=bt.TimeFrame.Days)