Working with Order Book Data: NASDAQ ITCH, Invalid URL and variable

stefan-jansen / machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

https://ml4trading.io

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Working with Order Book Data: NASDAQ ITCH, Invalid URL and variable #253

Closed marctheshark3 closed 1 year ago

marctheshark3 commented 2 years ago

Describe the bug When running file_name = may_be_download(urljoin(FTP_URL, SOURCE_FILE))

First, there isnt a variable called FTP_URL, and when changed to HTTPS_URL, you get an invalid URL error.

This doesnt work: HTTPS_URL = 'https://emi.nasdaq.com/ITCH/Nasdaq ITCH/'

This DOES work: HTTPS_URL = 'https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/' To Reproduce

Go to: run 01_parse_itch_order_flow_messages.ipynb from the main branch
Run the first 8 cells

tomas-rampas commented 2 years ago

I raised PR for the same https://github.com/stefan-jansen/machine-learning-for-trading/pull/254

quantfreedom commented 1 year ago

@marctheshark3 thank you for putting this here ... it is working for me now ... seems like this issue should be fixed as it is literally the first thing they ask you to do lol :) ... hopefully he gets around to this fix because there is no ftp and the url is wrong @stefan-jansen

stefan-jansen commented 1 year ago

Fixed by #254, thanks.