Bitfinex data between 2013-03-31 and 2015-02-28? Is it really there? How to access it?


#1

Hi -

according to the Catalyst documentation Bitfinex minute data should be available from 2013-03-31 onwards.

However, we have never gotten a backtest to work starting from that date. We always get the error message:

KeyError: Timestamp(‘2013-03-31 00:00:00+0000’, tz=‘UTC’)

The earliest date from which on our backtests work correctly is 2015-03-01.

Can you please advise what we are doing wrong and how we get the data between 2013-03-31 and 2015-02-28 to work as well? Thank you!


#2

See https://github.com/enigmampc/catalyst/issues/58. It is currently not possible.


#3

When will it be possible? Is there an estimated date by which this will be fixed? Thanks


#4

Hi,

We have just updated the calendar starting date in catalyst release 0.5.16 to 2013-04-01.
Sorry that it took some time.
Feel free to report back.

Thanks,
Lena


#5

Unfortunately the former was a bit too early, this still requires additional effort.
The calendar start date was reverted to 2015-03-01 at 0.5.17 and hopefully will be address ASAP.