Download and store Stooq data


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

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