Working in “02_market_and_fundamental_data\01_NASDAQ_TotalView-ITCH_Order_Book\02_rebuild_nasdaq_order_book.ipynb” and keep running into an issue after defining ‘get_messages’.
Here is the code I am executing. It looks slightly different than the code from the text because I have been trying to modify with some debugging tools to no avail.
And here is the error message.
Other than physically inspecting the ITCH data with something like HDFViewer and learning how to manipulate that data I am at a loss as to what should be done. I greatly appreciate any help someone may be able to provide.