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Update fred.py #52

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Update fred.py #52

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Commits on May 10, 2022

  1. Update fred.py 

    The FRED API seems to have implemented a hard cap of 2000 vintages to be retrieved at once. It comes into play if one tries to run get_series_all_releases on any daily data series present in ALFRED (for example 'T1YFF'). Requests for data come back with a "Bad Request. This exceeds the maximum number of vintage dates allowed (2000)" error.
The fix splits data retrieval into batches of <= 2000 vintages.
    @dsgerbc
    dsgerbc committed May 10, 2022
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