Difficulty downloading and processing data


First of all, I would like to thank @Stefan for the quality of the book. It’s been really useful to me.

At the same time, I find it a pity that I can only use the book as a reading material, and can’t execute most of it due to difficulties obtaining the required data.
I have found others (Assets.h5 data is difficult to generate) suggesting if it wouldn’t be possible to have the data used in the book as a file that we could download somewhere.

Even after downloading some of the files, I am running into issues creating the .h5 files, such as the wrong type of column (ie, Cannot serialize the column [primary_market_maker]
because its data contents are not [string] but [integer] object dtype)