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Good day,
Im trying to run this code to download the order messages , but I run into this error "URLError: <urlopen error ftp error: TimeoutError(10060, 'A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond', None, 10060, None)>"
Heres my code I used
`
import numpy as np
import pandas as pd
from collections import Counter
from datetime import timedelta
from pathlib import Path
import gzip
import shutil
from pathlib import Path
from urllib.request import urlretrieve
import urllib.parse
FTP_URL = 'ftp://emi.nasdaq.com/ITCH/Nasdaq_ITCH/'
SOURCE_FILE = '01302019.NASDAQ_ITCH50.gz'
data_path = Path('data')
itch_store=str(data_path/'itch.h5')
order_book_store = data_path/'order_book.h5'
def may_be_download(url):
"""Download & unzip ITCH data if not yet available"""
filename = data_path / url.split('/')[-1]
if not data_path.exists():
print('Creating directory')
data_path.mkdir()
if not filename.exists():
print('Downloading...', url)
urlretrieve(url, filename)
unzipped = data_path / (filename.stem + '.bin')
if not (data_path / unzipped).exists():
print('Unzipping to', unzipped)
with gzip.open(str(filename), 'rb') as f_in:
with open(unzipped, 'wb') as f_out:
shutil.copyfileobj(f_in, f_out)
return unzipped
file_name = may_be_download(urllib.parse.urljoin(FTP_URL, SOURCE_FILE))
date = file_name.name.split('.')[0]
`
Any help would be appreciated to fix this
The text was updated successfully, but these errors were encountered:
Good day,
Im trying to run this code to download the order messages , but I run into this error "URLError: <urlopen error ftp error: TimeoutError(10060, 'A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond', None, 10060, None)>"
Heres my code I used
`
import numpy as np
import pandas as pd
from collections import Counter
from datetime import timedelta
from pathlib import Path
import gzip
import shutil
from pathlib import Path
from urllib.request import urlretrieve
import urllib.parse
FTP_URL = 'ftp://emi.nasdaq.com/ITCH/Nasdaq_ITCH/'
SOURCE_FILE = '01302019.NASDAQ_ITCH50.gz'
data_path = Path('data')
itch_store=str(data_path/'itch.h5')
order_book_store = data_path/'order_book.h5'
def may_be_download(url):
"""Download & unzip ITCH data if not yet available"""
filename = data_path / url.split('/')[-1]
if not data_path.exists():
print('Creating directory')
data_path.mkdir()
if not filename.exists():
print('Downloading...', url)
urlretrieve(url, filename)
unzipped = data_path / (filename.stem + '.bin')
if not (data_path / unzipped).exists():
print('Unzipping to', unzipped)
with gzip.open(str(filename), 'rb') as f_in:
with open(unzipped, 'wb') as f_out:
shutil.copyfileobj(f_in, f_out)
return unzipped
file_name = may_be_download(urllib.parse.urljoin(FTP_URL, SOURCE_FILE))
date = file_name.name.split('.')[0]
`
Any help would be appreciated to fix this
The text was updated successfully, but these errors were encountered: