Discontinued LIBOR rates - Solved

[Lucianoris]

Dear fellow users,

I am getting the following error when using fredapi:

Traceback (most recent call last):
File "/xyz/xyz/.local/lib/python3.8/site-packages/fredapi/fred.py", line 64, in __fetch_data
response = urlopen(url)
File "/usr/lib/python3.8/urllib/request.py", line 222, in urlopen
return opener.open(url, data, timeout)
File "/usr/lib/python3.8/urllib/request.py", line 531, in open
response = meth(req, response)
File "/usr/lib/python3.8/urllib/request.py", line 640, in http_response
response = self.parent.error(
File "/usr/lib/python3.8/urllib/request.py", line 569, in error
return self._call_chain(*args)
File "/usr/lib/python3.8/urllib/request.py", line 502, in _call_chain
result = func(*args)
File "/usr/lib/python3.8/urllib/request.py", line 649, in http_error_default
raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 404: Not Found

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "/xyz/xyz/xyz.py", line 18, in
DataSetBuilder_1()
File "/xyz/xyz/xyz/xyz.py", line 150, in DataSetBuilder_1
x=fred.get_series(x, columns=[y])
File "/xyz/xyz/.local/lib/python3.8/site-packages/fredapi/fred.py", line 131, in get_series
root = self.__fetch_data(url)
File "/xyz/xyz/.local/lib/python3.8/site-packages/fredapi/fred.py", line 68, in __fetch_data
raise ValueError(root.get('message'))
ValueError: Not Found. The series does not exist.

Does anybody have a clue of what this is about? Thanks in advance!

[Liam3851]

The error says that the series does not exist. Usually that means you have a typo. What series did you request?

[Lucianoris]

Thanks. The code has always worked fine. The issue someone else has pointed out is that "Looks like the API library is outdated and the actual API endpoints have changed". Could this be the case? Many thanks

[Liam3851]

@Lucianoris It's working just fine for me with fred.get_series('CPIAUCSL'). I'm using fredapi 0.4.2, python 3.7.7. Since you've truncated the whole part of your stack trace that references your call to fredapi (are you using get_series or something else? what series are you requesting?) it's hard to reproduce your problem.

[datarocksAmy]

I'm getting the same error with the following series ids:

• USD1MTD156N ( One Month Libor )
• USD3MTD156N ( Three Month Libor )
• USDONTD156N ( Libor Overnight )

It was working just fine before. The error starts occurring after 09/13/2020.
The other rates that I use are still working just fine.
See following :

• DPRIME ( Prime Rate )
• EFFR ( Fed Funds Rate )
• SORF ( SOFR )

Using Python Version : 3.7.3 | fredapi Version : 0.4.2

[Lucianoris]

Please see #34. This is solved now.