options bars: split a symbol batch in half on HTTP 504

SNDK's October-2026 expiry month (1000 contracts, 3.5 months of daily
bars) timed out on every retry, so the backfill skipped it twice. A 504 on
a request for 50+ symbols now restarts that chunk as two halves.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

research/lab/fetch_options.py

@@ -106,6 +106,10 @@ OCC = re.compile(r"^[A-Z]{1,5}\d{6,7}[CP]\d{8}$")   # what the bars endpoint acc
 BAR_COLS = ["date", "underlying", "symbol", "type", "expiry", "strike", "o", "h", "l", "c", "v", "n", "vw"]
 
 
+class BackendTimeout(RuntimeError):
+    """HTTP 504 on a request for many symbols: the caller splits the batch."""
+
+
 class Api:
     """Paced GET with retries. ``yield_to_snapshot`` sleeps through 16:10-16:55
     New York on weekdays so a backfill leaves the rate limit to the daily run."""
@@ -140,6 +144,8 @@ class Api:
                 time.sleep(2 ** attempt)
                 continue
             self.n += 1
+            if r.status_code == 504 and params.get("symbols", "").count(",") >= 50:
+                raise BackendTimeout(r.text[:200])   # the same batch times out again (SNDK, 1000 contracts)
             if r.status_code == 429 or r.status_code >= 500:
                 time.sleep(2 ** attempt)
                 continue
@@ -238,14 +244,23 @@ def option_bars(api: Api, symbols: list[str], start: str, end: str, timeframe: s
     e = (dt.datetime.combine(dt.date.fromisoformat(end), dt.time(0), NY) if len(end) == 10
          else dt.datetime.fromisoformat(end))
     end = min(e, dt.datetime.now(NY) - dt.timedelta(minutes=16)).isoformat()
+
+    def fetch(chunk: list[str]) -> list[dict]:
+        params = {"symbols": ",".join(chunk), "timeframe": timeframe, "start": start, "end": end, "limit": 10000}
+        got = []
+        try:
+            for bars in api.pages(f"{DATA}/v1beta1/options/bars", params, "bars"):
+                for sym, bl in bars.items():
+                    got += [{"symbol": sym, "t": b["t"], "o": b["o"], "h": b["h"], "l": b["l"], "c": b["c"],
+                             "v": b["v"], "n": b.get("n"), "vw": b.get("vw")} for b in bl]
+        except BackendTimeout:                       # restart the chunk as two halves
+            h = len(chunk) // 2
+            return fetch(chunk[:h]) + fetch(chunk[h:])
+        return got
+
     rows = []
     for i in range(0, len(symbols), 1000):
-        params = {"symbols": ",".join(symbols[i:i + 1000]), "timeframe": timeframe, "start": start, "end": end,
+        rows += fetch(symbols[i:i + 1000])
-                  "limit": 10000}
-        for bars in api.pages(f"{DATA}/v1beta1/options/bars", params, "bars"):
-            for sym, bl in bars.items():
-                rows += [{"symbol": sym, "t": b["t"], "o": b["o"], "h": b["h"], "l": b["l"], "c": b["c"],
-                          "v": b["v"], "n": b.get("n"), "vw": b.get("vw")} for b in bl]
     return rows