hydrosquall / hydrosquall/tiingo-python

[documentation][clarification] get_dataframe function for multiple tickers with intraday prices

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Description

I am a new user trying to get some intraday stock data. In the documentation, it says we could use get "any intraday frequency for both the `get_ticker_price` and `get_dataframe` methods", but I couldn't get it to work.

Please see the code I've used below. The objective is trying to pull multiple tickers with say 5min timeframe.
```
ticker_history = client.get_dataframe(['GOOGL', 'AAPL'],
frequency='30Min',
metric_name='adjClose',
startDate='2017-01-01',
endDate='2018-05-31')
```
Error I am getting

```
Traceback (most recent call last):

File "C:\Users\chenh\anaconda3\lib\site-packages\pandas\core\indexes\base.py", line 2646, in get_loc
return self._engine.get_loc(key)

File "pandas\_libs\index.pyx", line 111, in pandas._libs.index.IndexEngine.get_loc

File "pandas\_libs\index.pyx", line 138, in pandas._libs.index.IndexEngine.get_loc

File "pandas\_libs\hashtable_class_helper.pxi", line 1619, in pandas._libs.hashtable.PyObjectHashTable.get_item

File "pandas\_libs\hashtable_class_helper.pxi", line 1627, in pandas._libs.hashtable.PyObjectHashTable.get_item

KeyError: 'GOOGL'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):

File "", line 5, in
endDate='2018-05-31')

File "C:\Users\chenh\anaconda3\lib\site-packages\tiingo\api.py", line 270, in get_dataframe
prices = pd.concat([prices, df[stock]], axis=1)

File "C:\Users\chenh\anaconda3\lib\site-packages\pandas\core\frame.py", line 2800, in __getitem__
indexer = self.columns.get_loc(key)

File "C:\Users\chenh\anaconda3\lib\site-packages\pandas\core\indexes\base.py", line 2648, in get_loc
return self._engine.get_loc(self._maybe_cast_indexer(key))

File "pandas\_libs\index.pyx", line 111, in pandas._libs.index.IndexEngine.get_loc

File "pandas\_libs\index.pyx", line 138, in pandas._libs.index.IndexEngine.get_loc

File "pandas\_libs\hashtable_class_helper.pxi", line 1619, in pandas._libs.hashtable.PyObjectHashTable.get_item

File "pandas\_libs\hashtable_class_helper.pxi", line 1627, in pandas._libs.hashtable.PyObjectHashTable.get_item

KeyError: 'GOOGL'
```

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