KeyError: "['Dividends'] not in index"

[peterjgithub]

Does this look familiar?

import financedatabase as fd
from financetoolkit import Toolkit
import os

API_KEY = os.getenv("FMP_API_KEY")
if not API_KEY:
raise RuntimeError("FMP_API_KEY is not set in the environment.")

equities = fd.Equities()
belist = equities.select(
country='Belgium',
only_primary_listing=True
)

toolkit = belist.to_toolkit(
api_key=API_KEY
)
toolkit.get_historical_data()

this returns KeyError: "['Dividends'] not in index":

Obtaining historical data: 78%|███████▊ | 38/49 [00:04<00:01, 9.31it/s]$NYXFF: possibly delisted; no timezone found
Exception in thread Thread-90 (worker):
Traceback (most recent call last):
File "/Library/Frameworks/Python.framework/Versions/3.13/lib/python3.13/threading.py", line 1043, in _bootstrap_inner
self.run()
~~~~~~~~^^
File "/Applications/workspace/.venv/lib/python3.13/site-packages/ipykernel/ipkernel.py", line 772, in run_closure
_threading_Thread_run(self)
~~~~~~~~~~~~~~~~~~~~~^^^^^^
File "/Library/Frameworks/Python.framework/Versions/3.13/lib/python3.13/threading.py", line 994, in run
self._target(*self._args, **self._kwargs)
~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/Applications/workspace/.venv/lib/python3.13/site-packages/financetoolkit/historical_model.py", line 175, in worker
historical_data = yfinance_model.get_historical_data(
ticker=ticker,
...<6 lines>...
fallback=attempted_fmp,
)
File "/Applications/workspace/.venv/lib/python3.13/site-packages/financetoolkit/yfinance_model.py", line 229, in get_historical_data
historical_data = historical_data[
~~~~~~~~~~~~~~~^
["Open", "High", "Low", "Close", "Adj Close", "Volume", "Dividends"]
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
]
^
...
File "/Applications/workspace/.venv/lib/python3.13/site-packages/pandas/core/indexes/base.py", line 6264, in _raise_if_missing
raise KeyError(f"{not_found} not in index")
KeyError: "['Dividends'] not in index"
Obtaining historical data: 100%|██████████| 49/49 [00:05<00:00, 9.39it/s]

historical data are loaded until 2025-09-08
not for 2025-09-09 2025-09-10 2025-09-11 2025-09-12

[JerBouma]

Interesting, I indeed receive the same error. It seems it fails to collect data for some specific instruments given that they are for example delisted. An option could be to use the following code while I apply error handling to the code:

from financetoolkit import Toolkit
import financedatabase as fd

API_KEY = "YOUR_KEY"

equities = fd.Equities()
belist = equities.select(country='Belgium', only_primary_listing=True)

belist_list = list(belist.index)

instance = Toolkit(belist_list, api_key=API_KEY, enforce_source="FinancialModelingPrep")

instance.get_historical_data()

I am however not under the impression that you are losing data, see below:

[peterjgithub]

Thanks for the fast reply, @JerBouma . Much appreciated!

Very strange. When I use exactly new code (btw also thanks for pointing me I should use a code snipper, I'll adapt), I get a different result:

from financetoolkit import Toolkit
import financedatabase as fd

equities = fd.Equities()
belist = equities.select(country='Belgium', only_primary_listing=True)

belist_list = list(belist.index)

instance = Toolkit(belist_list, api_key=API_KEY, enforce_source="FinancialModelingPrep")

instance.get_historical_data()

• No data found for the following tickers: NYXFF, SOLVY
• no data for some tickers in the last days.

I have an FMP Starter Plan: that should not play a role? I have not bottleneck in bandwith or api calls.

Don't know if this helps: When I remove enforce_source="FinancialModelingPrep"
then I more data for 2025-09-09, but I get the KeyError: "['Dividends'] not in index" again

from financetoolkit import Toolkit
import financedatabase as fd

equities = fd.Equities()
belist = equities.select(country='Belgium', only_primary_listing=True)

belist_list = list(belist.index)

instance = Toolkit(belist_list, api_key=API_KEY)

instance.get_historical_data()

Python version: 3.13.7
financetoolki version: 2.0.5

[JerBouma]

Hi, sorry for the late response. The issue here is simply that a specific ticker doesn't have any dividends. In the code I run the following line:

  historical_data = historical_data[
      ["Open", "High", "Low", "Close", "Adj Close", "Volume", "Dividends"]
  ]

That won't work if "Dividends" is not available. A simple fix therefore is:

  if "Dividends" not in historical_data:
      # If there are no dividends, create a column with 0.0 values
      historical_data["Dividends"] = 0.0

I'll add this in the next release, I'll inform you once this release is available.

[JerBouma]

Please see v2.0.6 in which this issues is fixed.