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Published 20 hours ago • verified publisher icon stefan-jansen

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

Open marctheshark3 opened this issue 2 years ago • 1 comments

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

marctheshark3 avatar Aug 13 '22 20:08 marctheshark3

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

tomas-rampas avatar Aug 18 '22 05:08 tomas-rampas

@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

quantfreedom avatar Dec 02 '22 02:12 quantfreedom

Fixed by #254, thanks.

stefan-jansen avatar Jan 03 '23 00:01 stefan-jansen