I've the following code wherein I'm getting historical data of 5 minute and then converting them in DataFrame. What I'm observing is every 5 minute, I get "Connection error: 1006 - connection was closed uncleanly (None)" and then it reconnects successfully. If I remove the historical_data and DataFrame line, then the entire code works fine for the entire day. Any guidance where I might be going wrong?
# You have to use the pre-defined callbacks to manage subscriptions. kws.connect(threaded=True)
while True: def on_ticks(ws, ticks): helper_method(ticks)
def helper_method(ticks): now = datetime.datetime.now() if (not(now.minute % 5 == 0 and now.second < 3)): return
# Below 2 lines if removed works flawlessly. data = kite.historical_data(256265, start, end, "5minute", continuous=False, oi=False) data = pd.DataFrame(data) : :
