I tried to ingest minute data from algoseek byt then get the problem KeyError: ‘No object named equities in the file’
Anyone can help. Many thanks
I tried to ingest minute data from algoseek byt then get the problem KeyError: ‘No object named equities in the file’
Anyone can help. Many thanks
That problem is because of the line 26 in algoseek_1min_trades
def load_equities():
return pd.read_hdf(custom_data_path / 'algoseek.h5', 'equities')
it seems like equities does not exist
So I found that ‘equities’ in line 26 should be ‘min_taq’
return pd.read_hdf(custom_data_path / ‘algoseek.h5’, ‘equities’)
but then, I got another error
ValueError: too many values to unpack (expected 3)