KeyError: "['date' 'open' 'high' 'low' 'close'] not in index"

rksingh
Hi ,
My python application is running fine but some time it stops in between with below error. I then need to restart my application again. Any idea regarding possible cause of this error. I am fetching Nifty data every 5 min.

2017-12-14 10:36:49 Retrieving 5minute data for 256265 from date 2017-12-04 to 2017-12-30.
Error while getting Historical data Gateway timed out
KeyError: "['date' 'open' 'high' 'low' 'close'] not in index"
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