Fix df attribute to handle unknown fields

alpacahq · Jun 30, 2021 · dc444a5 · dc444a5
1 parent 8499b21
commit dc444a5
Showing 1 changed file with 4 additions and 2 deletions.
diff --git a/alpaca_trade_api/entity_v2.py b/alpaca_trade_api/entity_v2.py
@@ -34,7 +34,9 @@
     "l": "low",
     "c": "close",
     "v": "volume",
-    "t": "timestamp"
+    "t": "timestamp",
+    "n": "trade_count",
+    "vw": "vwap"
 }
 
 status_mapping_v2 = {
@@ -68,7 +70,7 @@ def df(self):
                 self._raw,
             )
 
-            df.columns = [self.mapping[c] for c in df.columns]
+            df.columns = [self.mapping.get(c, c) for c in df.columns]
             if not df.empty:
                 df.set_index('timestamp', inplace=True)
                 df.index = pd.DatetimeIndex(df.index)