Missing Key 'n' in entity mapping

Hi!

It looks like web api was updated recently, with two extra fields: ‘n’, ‘vw’ {'t': '2021-06-28T04:00:00Z', 'o': 10.15, 'h': 10.3, 'l': 10.04, 'c': 10.04, 'v': 20356, 'n': 111, 'vw': 10.113978} So now conversion to pandas dataframe using ‘.df’ method fails with exception

Traceback (most recent call last):
  File "\divscan.py", line 548, in <module>
  File "\divscan.py", line 293, in prepareData
    data = fetchDelta(ticker, TimeFrame.Day, minBars, past, now)
  File "\divscan.py", line 279, in fetchDelta
    df = fetchData(ticker, tf, start, end)
  File "\divscan.py", line 258, in fetchData
    return data.df
  File "\lib\site-packages\alpaca_trade_api\entity_v2.py", line 61, in df
    df.columns = [self.mapping[c] for c in df.columns]
  File "\lib\site-packages\alpaca_trade_api\entity_v2.py", line 61, in <listcomp>
    df.columns = [self.mapping[c] for c in df.columns]
KeyError: 'n'

[erickalfaro]

Simple solution:

r = alpaca_api.get_bars('AAPL'
, TimeFrame.Minute
, pd.Timestamp('2021-02-01 00:00:00', tz=timezone('UTC')).isoformat() # start.tz_convert('UTC').isoformat()
, pd.Timestamp('2021-03-01 00:00:00', tz=timezone('UTC')).isoformat() # end.tz_convert('UTC').isoformat()
, limit=4
, adjustment='raw')
df = pd.read_json(json.dumps(r._raw))

[erickalfaro]

I dont want to speculate but this API returns exactly what the Polygon API aggregate_bars API returns.

VW stands for volume weighted average price.

https://polygon.io/docs/get_v2_aggs_ticker__stocksTicker__range__multiplier___timespan___from___to__anchor