Error binding parameter 3 - probably an unsupported type

Question

I create a database in the following method

def websocket_con(tickers):
    global db
    db = sqlite3.connect("C:/ibkr_api/tick_data/ticks.db")
    c=db.cursor()
    for i in range(len(tickers)):
        c.execute("CREATE TABLE IF NOT EXISTS TICKER{} (time datetime primary key, bidPrice real, askPrice real, bidSize integer, askSize integer, midPrice real, volume integer)".format(i))
    try:
        db.commit()
    except:
        db.rollback()
    app.run()

I then stream data using the following methods and try and insert it into the database.

def streamData(req_num,contract):
    """stream tick leve data"""
    app.reqTickByTickData(reqId=req_num, 
                          contract=contract,
                          tickType="BidAsk",
                          numberOfTicks=0,
                          ignoreSize=True)

def tickByTickBidAsk(self, reqId, time, bidPrice, askPrice,bidSize, askSize, tickAttribBidAsk):
        super().tickByTickBidAsk(reqId, time, bidPrice, askPrice, bidSize,askSize, tickAttribBidAsk)
        c=db.cursor()
        for ms in range(100):
            try:
                midPrice = (bidPrice+askPrice)/2
                volume = bidSize + askSize
                print(" ReqId:", reqId, "Time:", (dt.datetime.fromtimestamp(time)+dt.timedelta(milliseconds=ms)).strftime("%Y%m%d %H:%M:%S.%f"), "Bidprice:", bidPrice, "Askprice:", askPrice, "Bidsize:", bidSize, "Asksize:", askSize, "Midprice:", midPrice, "Volume:", volume)
                vals = [(dt.datetime.fromtimestamp(time)+dt.timedelta(milliseconds=ms)).strftime("%Y%m%d %H:%M:%S.%f"),bidPrice, askPrice, bidSize, askSize, midPrice, volume]
                query = "INSERT INTO TICKER{}(time, bidPrice, askPrice, bidSize, askSize, midPrice, volume) VALUES (?,?,?,?,?,?,?)".format(reqId)
                c.execute(query,vals)
                break
            except Exception as e:
                print(e)
        try:
            db.commit()
        except:
            db.rollback()

Everything streams fine and the datatypes should match but I can't insert it into the database and cannot figure out why.