Chapter 2 01_NASDAQ_TotalView-ITCH_Order_Book


Your textbook is awesome! There are a lot of detail about how to get and manipulate financial data. There are no competitors for your book right now.

However, each time I want to run some of your code uploaded in github, I get stuck in some parts.

I have to admit that I’m rusty in python, and perhaps I haven’t followed your installation instructions, but if it would be so, then I couldn’t even load the beginning of the code. If the problem is that I haven’t followed instructions regarding installation. I’d like you to recommend me some textbook which help me how to do it.

Please, help me with this issue :frowning:

The cell just above lists the content of your order_book_store and the key you are trying to retrieve is not there. Most likely you have skipped some cell or otherwise changed the execution; this DataFrame with the key AAPL/buy should have been generated at that point.