When doing History request getting error "AttributeError : 'Series' object has no attribute 'volume'"

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When doing History request getting error "AttributeError : 'Series' object has no attribute 'volume'"

Last comment by - January 2021

When doing History request getting error "AttributeError : 'Series' object has no attribute 'volume'"

User is getting AttributeError when doing a History request in QuantConnect. They seek help to resolve the issue.

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When doing History request getting error "AttributeError : 'Series' object has no attribute 'volume'"

Dahui | Daniel Hui | December 2020

Hi, when doing a History request I am getting an error: $AttributeError : 'Series' object has no attribute 'volume$ . I was having some trouble earlier with some tickers giving other errors and was able to resolve them with suggestions in this post

https://www.quantconnect.com/forum/discussion/8229/object-not-callable-error-midway-in-backtest/p1

but am now having some additional problems. I attached a backtest with the offending lines commented out (lines 76 and 77, with lines 78 and 79 also being commented out as example of what I was trying to do). If anyone would know the issue it would be greatly appreciated. Thanks.

Author

Dahui

December 2020

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1 person upvoted this

Derek Melchin

QuantConnect | January 2021 |

Accepted Answer

Hi Dahui,

This error occurs because there was no trading for NOB during the time period we perform the history request. See the logs of the attached backtest for reference.

To avoid this error, we should ensure the history DataFrame has the column 'volume' before accessing $bar.volume$ . We remove the column volume if all values are zero to reduce the data frame size.

Derek Melchin

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