Chapter 2 - nasdaq itch ftp error?

Unable to download from the ‘ ITCH/’ where the SOURCE_FILE = ‘10302019.NASDAQ_ITCH50.gz’

Attaching error file below … Can someone offer some guidance on how to fix this?

1 Like

I got the same error in both Colab and Jupyter Notebook.
Does anyone here know how to fix it?

On the other hand, I try to connect via FileZilla. This requires a username and password in Nasdaq. No idea how to register there to download historical data.

Any hint is appreciated

I got the same problem.
Anybody has a ITCH file to share with me?

I cannot connect to nasdaq’s ftp ( to download the sample files either; looks like it’s been offline for at least a week now.

I’d appreciate if someone could share an example ITCH file so we can run through the examples as well.

Maybe this community (and future book editions even) should host/store its example data files somewhere in the future to avoid relying on external sources to be up/unchanging.


try changing the FTP_URL by using https:// instead of ftp://

1 Like

Thanks for the tip! I was able to access the files using . I guess http is the new way to access these files going forward.

Thank you, I’ll update the notebook accordingly!

I’m so glad I wasn’t the only one with this problem.
Just got around to starting on the book and have been trying to find the .gz file for an hour.

You probably know, but just incase someone else comes along and doesn’t…
When you update the the URL, I had to change the FTP_URL variable to: - /ITCH/Nasdaq ITCH/
to get the file to download.

Updated the notebook to use the new https:// url.

It seems the url is ‘404 Not Found’ Would appreciate help.
seems to work for me