Download and store Stooq data

Data
#1

Hi,

I have downloaded manually the files to get the STOOQ data but I’m facing a problem trying to store it.
The notebook I’m using is: Download and store STOOQ data.
And I have encountered so many errors since the beginning:

  1. Trying to add symbols EmptyDataError: No columns to parse from file (that’s obvious cause I’m reading .csv files and if you download the data manually you got .txt files.

  2. And if a try to store it in the assets.h5 file I got FileNotFoundError: [Errno 2] No such file or directory: 'stooq\\tickers\\jp\\tse stocks.csv' (the folder structure I got is the one of the stooq web page (data/freq/market/asset_class).

Has anyone faced these issues after December 2020? (Stooq disabled automatic downloads)

Thanks in advance,

Best regards,
A. Esquivias

#2

I am having the same issue and haven’t figured out a way to address this.

#3

Follow the most bottom reply here stooq data not supported anymore · Issue #214 · stefan-jansen/machine-learning-for-trading · GitHub

Download the daily us and jp historical data first, put the zip files in the data/stooq folder
Rename the zip file to d_us_txt.zip and d_jp_txt.zip.

Click the folders on the stooq website and copy the entire list of tickers into a .txt file with the naming convention in the image. e.g. 69.txt containing all tickers for us nasdaq etfs.

Skip line 5 and 6, paste the most bottom chunk of code above line 7 and run. Skip line 10 and paste the first code in the reply right below line 10.

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