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  • Thanks. Ran it. That's very convincing. Guess I'll have to wait to hear back from the 3rd party. Commented Oct 5, 2018 at 16:57
  • @DanielGoldfarb Is the 3rd party an open source API with documentation? Happy to help there if it is. Commented Oct 5, 2018 at 18:46
  • I figured out the problem, thanks to your proof that the issue is definitely not Python. The api I am calling is get_daily() from alpha_vantage (github.com/RomelTorres/alpha_vantage) which is a Python wrapper around the alphavantage.co web API. The problem is the free version of the web API is limited to 5 requests per minute; and the Python wrapper defaults to 5 retries on a failure, so when sent an invalid key it burned up my 5 requests per minute. When I set retries=0 everything worked fine. Thanks for your help! Commented Oct 7, 2018 at 2:17
  • @DanielGoldfarb Nice sleuthing and congrats on solving your problem! Glad you figured it out! Commented Oct 8, 2018 at 4:44
  • Although you blame the 3rd Party, this also happens if you just use the plain-old C bindings to python. Calling PyErr_Clear() does not seem to actually clear the error. Investigating now. Commented Jan 28, 2019 at 23:03