Problem with get_market_data for future data

[Perceptron42]

Thanks @Graeme22 for implementing these new end points.

get_market_data_by_type works fine with futures:

all_md = get_market_data_by_type(
    session,
    equities=["SPY"],
    futures=["/MGCM5", "/MCLF6"]
)

# Turn it into a dict by symbol for easy lookup:
md_by_symbol = {md.symbol: md for md in all_md}

spy  = md_by_symbol["SPY"]
mgc  = md_by_symbol["/MGCM5"]
mclf = md_by_symbol["/MCLF6"]

print(f"SPY last:  {spy.last}")
print(f"/MGCM5 last: {mgc.last}")
print(f"/MCLF6 last: {mclf.last}")

Although I am having problems with futures using get_market_data

First is the issue of using a leading slash for symbol or not

mgc = get_market_data(session, "/MGCM5", InstrumentType.FUTURE)
print (mgc)

And if we not use slash then also there are some errors

mgc = get_market_data(session, "MGCM5", InstrumentType.FUTURE)
print (mgc)
print(mgc.last)

mgc = get_market_data(session, "MGCM5", InstrumentType.FUTURE)
  File "C:\...\venv\lib\site-packages\tastytrade\market_data.py", line 118, in get_market_data
    data = session._get(f"/market-data/{instrument_type.value}/{symbol}")
  File "C:\...\venv\lib\site-packages\tastytrade\session.py", line 382, in _get
    return validate_and_parse(response)
  File "C:\...\venv\lib\site-packages\tastytrade\utils.py", line 280, in validate_and_parse
    return response.json()["data"]
KeyError: 'data'

So the problem might be that single-symbol future endpoint is returning the raw object at teh top level instead of wrapping it under a "Data" key

It might be the issue from tastytrade side rather than the code.

[Graeme22]

Hi, is there a reason you can't just always use the leading slash?

[Graeme22]

Officially, the API docs state that futures symbols always start with a slash.

[Perceptron42]

Yes i would prefer to use leading slash since that's how the API and your library works at other end points.

May be Tastytrade know about this issue and i don't see the end point in their API docs /market-data/

I will use "get_market_data_by_type" which works without any issues.

Thanks.