I am trying to get 1minute open, high, low, close, volume values from bitmex using ccxt. everything seems to be fine however im not sure how to fix this error. I know that the index is 7 because there are 7 values in the OHLCcolumns that I am getting into the dataframe. I am not sure why it is instead implying there are 0. Thanks so much this has been giving me a headache all day :(

# noinspection PyUnresolvedReferences
from datetime import datetime
# noinspection PyUnresolvedReferences
import time
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import ccxt
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import numpy as np
import pandas as pd
# noinspection PyUnresolvedReferences
from IPython.display import display, clear_outputOHLCVcolumns = ['date', 'timestamp', 'open', 'high', 'low', 'close', 'volume']dfOHLCV = pd.DataFrame(index=[], columns=OHLCVcolumns)bitmex = ccxt.bitmex()def fetch_current(x):while True:if datetime.now().second == x:breaktime.sleep(0.5)def fetch_mex():listOHLCV = bitmex.fetch_ohlcv('BTC/USD',timeframe='1m',limit=5,params={'reverse': True})lst = list(listOHLCV[1])lst.insert(0, datetime.fromtimestamp((lst[0]) / (1000 + 60 * 60 * 9 - 60)).strftime("%Y/%d/%m, %H: %M:"))series = pd.Series(lst, index=dfOHLCV)return listOHLCV, serieswhile True:fetch_current(1)listOHLCV, series = fetch_mex()dfOHLCV = dfOHLCV.append(series, ignore_index=True)clear_output(wait=True)
display(listOHLCV)
display(dfOHLCV)fetch_current(55)

Not sure where you are getting the error, is it here?

series = pd.Series(lst, index=dfOHLCV)

If so you could try instead:

series = pd.Series(lst, index=OHLCVcolumns)

Since when you are running this, the index is referencing the empty dataframe dfOHLCV.