Closed CDLim0906 closed 2 years ago
I deleted "01302020.NASDAQ_ITCH50.gz" and then redownloaded and unzipped it. Working fine now.
hi maybe you can help me @CDLim0906 at the same output i receive an other error. could you help me? unhashable type: 'DataFrame' [S b'\x00\x00\x00\x00\t\xf6I\xc8\x0c\xd3O'
HH6ss
AttributeError Traceback (most recent call last) Input In [132], in <cell line: 2>() 23 # deal with system events 24 if message_type == 'S': ---> 25 seconds = int.from_bytes(message.timestamp, byteorder='big') * 1e-9 26 print('\n', event_codes.get(message.event_code.decode('ascii'), 'Error')) 27 print(f'\t{format_time(seconds)}\t{message_count:12,.0f}')
File C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\generic.py:5575, in NDFrame.getattr(self, name) 5568 if ( 5569 name not in self._internal_names_set 5570 and name not in self._metadata 5571 and name not in self._accessors 5572 and self._info_axis._can_hold_identifiers_and_holds_name(name) 5573 ): 5574 return self[name] -> 5575 return object.getattribute(self, name)
AttributeError: 'DataFrame' object has no attribute 'timestamp'](url)
Dear Stefan, First of all, thank you so much for writing and putting up all the codes into such a great book. I am having some issue here,
while processing the binary file with the attached code below:
The code work perfectly fine when I use this file as the SOURCE_FILE: 10302019.NASDAQ_ITCH50.gz
while it shows an error when I switch to this file: 01302020.NASDAQ_ITCH50.gz
Both files are sample files from in the book.
Screenshots![image](https://user-images.githubusercontent.com/16059227/155895115-de547c23-c7d2-4c83-92e3-a3c2b5c41eb7.png)
Your help would be greatly appreciated. Thanks again.