Merge pull request stefan-jansen#254 from tomas-rampas/main

Minor fixes regarding connecting Nasdaq sample data storage
Mephistopheles-0 · Jan 3, 2023 · 6f1f4fe · 6f1f4fe
2 parents c5738be + 29a240d
commit 6f1f4fe
Showing 1 changed file with 8 additions and 9 deletions.
diff --git a/...damental_data/01_NASDAQ_TotalView-ITCH_Order_Book/01_parse_itch_order_flow_messages.ipynb b/...damental_data/01_NASDAQ_TotalView-ITCH_Order_Book/01_parse_itch_order_flow_messages.ipynb
@@ -322,7 +322,7 @@
  },
  {
  "cell_type": "code",
- "execution_count": 2,
+ "execution_count": 6,
  "metadata": {
  "ExecuteTime": {
  "end_time": "2022-04-29T13:17:01.828753Z",
@@ -334,7 +334,7 @@
  },
  "outputs": [],
  "source": [
- "HTTPS_URL = 'https://emi.nasdaq.com/ITCH/Nasdaq ITCH/'\n",
+ "HTTPS_URL = 'https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/'\n",
  "SOURCE_FILE = '10302019.NASDAQ_ITCH50.gz'"
  ]
  },
@@ -424,7 +424,7 @@
  },
  {
  "cell_type": "code",
- "execution_count": 8,
+ "execution_count": null,
  "metadata": {
  "ExecuteTime": {
  "end_time": "2021-09-10T18:09:29.821076Z",
@@ -439,14 +439,13 @@
  "name": "stdout",
  "output_type": "stream",
  "text": [
- "Directory exists\n",
- "Downloading... ftp:https://emi.nasdaq.com/ITCH/Nasdaq ITCH/10302019.NASDAQ_ITCH50.gz\n",
- "Unzipping to data/10302019.NASDAQ_ITCH50.bin\n"
+ "Creating directory\n",
+ "Downloading... https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/10302019.NASDAQ_ITCH50.gz\n"
  ]
  }
  ],
  "source": [
- "file_name = may_be_download(urljoin(FTP_URL, SOURCE_FILE))\n",
+ "file_name = may_be_download(urljoin(HTTPS_URL, SOURCE_FILE))\n",
  "date = file_name.name.split('.')[0]"
  ]
  },
@@ -1974,7 +1973,7 @@
  "name": "python",
  "nbconvert_exporter": "python",
  "pygments_lexer": "ipython3",
- "version": "3.9.6"
+ "version": "3.9.12"
  },
  "toc": {
  "base_numbering": 1,
@@ -1997,4 +1996,4 @@
  },
  "nbformat": 4,
  "nbformat_minor": 4
-}
+}