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WARNING:root:code = 1009 (message too big), no reason

See original GitHub issue

I’m simply trying to stream the data of all NASDAQ aggregate minute bar data. and I’m getting the above error. @shlomikushchi would be very thankful if you can help me with this issue 😃

ERROR

3610
authorized
Entity({'action': 'authenticate', 'status': 'authorized'})
listening
Entity({'streams': ['trade_updates']})
authorized
Entity({'action': 'authenticate', 'status': 'authorized'})
WARNING:root:code = 1009 (message too big), no reason
Traceback (most recent call last):
  File "paper.py", line 34, in <module>
    conn.run(['trade_updates']+symbol_list[:700])
  File "/Users/dinesh/Desktop/muon-capital/lib/python3.8/site-packages/alpaca_trade_api/stream2.py", line 298, in run
    loop.run_until_complete(self.consume())
  File "/usr/local/opt/python@3.8/Frameworks/Python.framework/Versions/3.8/lib/python3.8/asyncio/base_events.py", line 616, in run_until_complete
    return future.result()
asyncio.exceptions.CancelledError

CODE

conn = StreamConn(key_id=KEY_ID, secret_key=SECRET_KEY, base_url=BASE_URL, data_url=DATA_URL, data_stream='alpacadatav1')
api = tradeapi.REST(key_id=KEY_ID, secret_key=SECRET_KEY, base_url=BASE_URL)
account = api.get_account()
assets = api.list_assets(status="active", asset_class="us_equity")
assets = filter(lambda a: a.exchange == "NASDAQ", assets)

def get_alpaca_symbol(asset):
	symbol = asset.symbol
	return 'alpacadatav1/AM.'+symbol

symbol_list = list(map(get_alpaca_symbol, assets))

print(len(symbol_list))


@conn.on(r'.*')
async def on_data(conn, channel, data):
    print(channel)
    pprint(data)

# A.SPY will work, because it only goes to Polygon
# conn.run(['A.SPY'])

# account_updates fail, being sent to websocket stream
conn.run(['trade_updates']+symbol_list)