Skip to content

Instantly share code, notes, and snippets.

@gsalaz98
Created July 29, 2019 19:06
Show Gist options
  • Save gsalaz98/13ae6ca14459fc1bcf47f0a121c7ade4 to your computer and use it in GitHub Desktop.
Save gsalaz98/13ae6ca14459fc1bcf47f0a121c7ade4 to your computer and use it in GitHub Desktop.
History request requests in master (992d721d0) for NWSA -> FOXA // FOXA history request was made for 2013-06-28 when rename event from NWSA occurred on 2013-06-29
20190729 11:59:03.622 Trace:: Debug: Launching analysis for OptionHistoryRenameRegressionAlgorithm with LEAN Engine v2.4.0.0
20190729 11:59:03.643 Trace:: AlgorithmManager.Run(): Begin DataStream - Start: 6/28/2013 12:00:00 AM Stop: 7/2/2013 11:59:59 PM
20190729 11:59:03.902 Trace:: Debug: Warning: SetBenchmark(FOXA): no existing security found, benchmark security will be added with Equity type.
20190729 11:59:03.902 Trace:: Debug: Warning: The FOXA equity security was set the raw price normalization mode to work with options.
20190729 11:59:03.917 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:03.935 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:03.973 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:03.991 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:03.999 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:03.999 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:04.068 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:04.162 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:04.195 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:04.232 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:04.249 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:04.276 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:04.303 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:04.351 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:04.365 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:04.403 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:04.436 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:04.444 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:04.444 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:04.528 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:04.566 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:04.604 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:04.643 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:04.687 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:04.719 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:04.719 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:04.773 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:04.773 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:04.874 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:04.909 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:04.909 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:05.015 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:05.042 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:05.006 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:05.078 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:05.120 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:05.189 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:05.217 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:05.224 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:05.268 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:05.294 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:05.361 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:05.427 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:05.470 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:05.479 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:05.507 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:05.508 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:05.509 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:05.572 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:05.603 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:05.606 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:05.606 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:05.949 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:05.996 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:06.053 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:06.100 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:06.147 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:06.199 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:06.251 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:06.301 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:06.349 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:06.400 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:06.449 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:06.501 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:06.548 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:06.599 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:06.650 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:06.702 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:06.749 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:06.803 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:06.855 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:06.907 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:06.940 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:06.967 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:07.010 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:07.078 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:07.132 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:07.182 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:07.232 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:07.281 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:07.334 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:07.383 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:07.415 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:07.438 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:07.507 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:07.558 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:07.610 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:07.666 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:07.716 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:07.767 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:07.819 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:07.867 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:07.898 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:07.921 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:07.990 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:08.042 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:08.102 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:08.149 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:08.181 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:08.203 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:08.273 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:08.322 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:08.373 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:08.422 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_openinterest_american.zip
20190729 11:59:08.474 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_trade_american.zip
20190729 11:59:08.525 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130628_quote_american.zip
20190729 11:59:08.582 Trace:: Log: 6/28/2013 3:50:00 PM - NWSA
20190729 11:59:08.676 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:08.709 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:08.709 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:08.709 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:08.801 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:08.801 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:08.867 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:08.867 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:08.868 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:08.875 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:08.867 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:08.884 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:08.983 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.018 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:09.026 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.093 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:09.121 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:09.154 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:09.185 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.193 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:09.261 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:09.261 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:09.318 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.320 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:09.319 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.318 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:09.440 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:09.440 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.440 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.500 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:09.508 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:09.508 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:09.585 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:09.585 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:09.650 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.650 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:09.650 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:09.650 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:09.756 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:09.756 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.766 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.815 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:09.815 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:09.815 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:09.907 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:09.907 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:09.963 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:09.996 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:09.996 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:10.055 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:10.055 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:10.114 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:10.114 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:10.161 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:10.202 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:10.202 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:10.222 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:10.252 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:10.202 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:10.394 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:10.535 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:10.577 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:10.636 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:10.685 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:10.731 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:10.784 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:10.834 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:10.886 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:10.911 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:10.943 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:10.973 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:11.026 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:11.082 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:11.133 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:11.185 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:11.239 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:11.290 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:11.338 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:11.385 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:11.434 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:11.485 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:11.533 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:11.580 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:11.635 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:11.683 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:11.732 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:11.784 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:11.833 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:11.887 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:11.940 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:11.990 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:12.039 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:12.088 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:12.138 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:12.189 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:12.238 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:12.288 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:12.338 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:12.388 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:12.437 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:12.482 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:12.531 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:12.579 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:12.628 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:12.677 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:12.730 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:12.778 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:12.826 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:12.874 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:12.923 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:12.975 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:13.030 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_openinterest_american.zip
20190729 11:59:13.079 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_trade_american.zip
20190729 11:59:13.131 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130701_quote_american.zip
20190729 11:59:13.194 Trace:: Log: 7/1/2013 3:50:00 PM - FOXA
20190729 11:59:13.261 ERROR:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/option\usa\minute\foxa\20130702_openinterest_american.zip
20190729 11:59:13.641 Trace:: Synchronizer.GetEnumerator(): Exited thread.
20190729 11:59:13.642 Trace:: AlgorithmManager.Run(): Firing On End Of Algorithm...
20190729 11:59:13.672 Trace:: Engine.Run(): Exiting Algorithm Manager
20190729 11:59:13.675 Trace:: Log: 7/2/2013 3:50:00 PM - FOXA
20190729 11:59:13.890 Trace:: Debug: Algorithm Id:(OptionHistoryRenameRegressionAlgorithm) completed in 10.29 seconds at 29k data points per second. Processing total of 303,076 data points.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment