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stefan-jansen / machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.
https://ml4trading.io
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Chapter 4 - 01_feature_engineering #239

Closed 1JarekNowak closed 2 years ago

1JarekNowak commented 2 years ago

Hello, I have a problem downloading data as described in the file 'create_datasets.ipynb', in the 'Wiki prices metadata' section. I can only download single records and when trying to download the entire database, I receive permission error. As Quandl is no longer available I'm trying to download from links: "https://data.nasdaq.com/api/v3/databases/SCF/data?download_type=full&api_key=YOURAPIKEY" or "https://data.nasdaq.com/api/v3/databases/SCF/data?download_type=partial&api_key=YOURAPIKEY"

Is there any other source with a .csv file that I could import for further analysis?

stefan-jansen commented 2 years ago

The instructions in the file 'create_datasets.ipynb', in the 'Wiki prices metadata' section read:

Instead of using the QUANDL API, load the file wiki_stocks.csv as described and store in HDF5 format.

The file and sample code are included in the repo. Does this not work for you?

1JarekNowak commented 2 years ago

I've fixed the problem. Everything worked as described. Looks like internal error. Thanks.