I am able to download historical data for most of the options but I receive exception KeyError 'date' for few options. Why so? What could be reason behind keyerror date during historical data fetch?
these are the few options which result in empty list when trying to fetch for historical data for them:
Are you trying to fetch it for intra-day interval? 1min, 15min, etc. There has been no trade intraday, so data is available only for day-interval candles.
There has been no trade intraday, so data is available only for day-interval candles.