# Put any initialization logic here.  The context object will be passed to
# the other methods in your algorithm.
def preview(df):
    log.info(df.head())
    return df

def initialize(context):
    context.investment_size = (context.portfolio.cash / 10.0)
    context.stop_loss_pct = 0.995
    
    set_symbol_lookup_date('2012-10-01')

    fetch_csv('http://sentdex.com/api/finance/sentiment-signals/sample/', pre_func = preview)
    
    context.stocks = symbols('AAPL', 'MCD', 'FB', 'GME', 'INTC', 'SBUX', 'T', 'MGM', 'SHLD', 'NKE', 'NFLX', 'PFE', 'GS', 'TGT', 'NOK', 'SNE', 'TXN', 'JNJ', 'KO', 'VZ', 'XOM', 'WMT', 'MCO', 'TWTR', 'URBN', 'MCP', 'MSFT', 'HD', 'KSS', 'AMZN', 'S', 'BA', 'F', 'JPM', 'QCOM', 'TSLA', 'YHOO', 'BBRY', 'GM', 'IBM', 'C', 'ZNGA', 'BAC', 'DIS', 'SCHW', 'UA', 'CSCO', 'ORCL', 'SYMC', 'WFC', 'TM', 'EBAY', 'SCHL', 'MS', 'NDAQ', 'TIF', 'AIG', 'DAL', 'JCP', 'MRK', 'CA', 'SIRI', 'AMD', 'CVX', 'FSLR', 'LMT', 'P', 'CBS', 'TWX', 'PEP', 'LNKD', 'CMG', 'NVDA', 'BBY', 'TWC', 'M', 'RHT', 'ACN', 'CRM', 'PETS', 'CELG', 'BLK', 'GD', 'DOW', 'YUM', 'GE', 'MA', 'DTV', 'DDD', 'CAT', 'FDX', 'GRPN', 'BK', 'GILD', 'V', 'DUK', 'FFIV', 'WFM', 'CVS', 'UNH', 'LUV', 'CBG', 'AFL', 'CHK', 'BRCM', 'HPQ', 'LULU', 'ATVI', 'RTN', 'EMC', 'NOC', 'MAR', 'X', 'BMY', 'LOW', 'COST', 'HON', 'SPLS', 'BKS', 'AA', 'AXP', 'AMGN', 'GPS', 'MDT', 'LLY', 'CME', 'MON', 'WWWW', 'MU', 'DG', 'TRIP', 'HAL', 'COH', 'WYNN', 'PCLN', 'HTZ', 'CLF', 'DD', 'ACI', 'FCX', 'AON', 'GMCR', 'CSX', 'ADBE', 'PRU', 'PG', 'MYL', 'STT', 'PPG', 'EXPE', 'KORS', 'JNPR', 'UTX', 'HOT', 'SNDK', 'CCL', 'DRI', 'BIIB', 'MHFI', 'BBT', 'APA', 'A', 'TDC', 'ANF', 'MTB', 'PPL', 'ABT', 'GNW', 'KMI', 'MET', 'FE', 'DVA', 'ETFC', 'GLW', 'NRG', 'INTU', 'KR', 'ARNA', 'VALE', 'MSI', 'EOG', 'AET', 'MAT', 'HST', 'COP', 'MO', 'IVZ', 'HUM', 'NUE', 'CI')
      # Will be called on every trade event for the securities you specify.

def handle_data(context, data):
  
    cash = context.portfolio.cash
    try:
        for s in data:
            if 'sentiment_signal' in data[s]:
                sentiment = data[s]['sentiment_signal']
                current_position = context.portfolio.positions[s].amount
                current_price = data[s].price
                
                if (sentiment > 5) and (current_position == 0):
                    if cash > context.investment_size:
                        order_value(s, context.investment_size, style = StopOrder(context.stop_loss_pct*current_price))
                        cash -= context.investment_size
                                    
                elif (sentiment <= -1) and (current_position >0):
                    order_target(s, 0)
                    
                    
                
        
    except Exception as e:
        print(str(e))

Yep, I know what you're talking about. Equally perplexed by it. The data is indeed clearly there (as noted by the fact you can output it), but for some reason is timing out. New issue that has crept up. I tried making the file much smaller, still get the error. Something on their end it seems. It usually runs at least once out of a handful of tries. You can just skip that part though if you don't want to keep trying. We don't continue using the fetcher, luckily.