550 error on Chapter 2 notebook 01_build_itch_order_book

[yahoyoungho]

I have installed all packages from an updated version from packtpublishing and I am getting an erorr:

Downloading... ftp://emi.nasdaq.com/ITCH/Nasdaq_ITCH/03272019.NASDAQ_ITCH50.gz
---------------------------------------------------------------------------
error_perm                                Traceback (most recent call last)
~\anaconda3\envs\ml4trading\lib\urllib\request.py in ftp_open(self, req)
   1564         try:
-> 1565             fw = self.connect_ftp(user, passwd, host, port, dirs, req.timeout)
   1566             type = file and 'I' or 'D'

~\anaconda3\envs\ml4trading\lib\urllib\request.py in connect_ftp(self, user, passwd, host, port, dirs, timeout)
   1586         return ftpwrapper(user, passwd, host, port, dirs, timeout,
-> 1587                           persistent=False)
   1588 

~\anaconda3\envs\ml4trading\lib\urllib\request.py in __init__(self, user, passwd, host, port, dirs, timeout, persistent)
   2407         try:
-> 2408             self.init()
   2409         except:

~\anaconda3\envs\ml4trading\lib\urllib\request.py in init(self)
   2419         _target = '/'.join(self.dirs)
-> 2420         self.ftp.cwd(_target)
   2421 

~\anaconda3\envs\ml4trading\lib\ftplib.py in cwd(self, dirname)
    630         cmd = 'CWD ' + dirname
--> 631         return self.voidcmd(cmd)
    632 

~\anaconda3\envs\ml4trading\lib\ftplib.py in voidcmd(self, cmd)
    277         self.putcmd(cmd)
--> 278         return self.voidresp()
    279 

~\anaconda3\envs\ml4trading\lib\ftplib.py in voidresp(self)
    250         """Expect a response beginning with '2'."""
--> 251         resp = self.getresp()
    252         if resp[:1] != '2':

~\anaconda3\envs\ml4trading\lib\ftplib.py in getresp(self)
    245         if c == '5':
--> 246             raise error_perm(resp)
    247         raise error_proto(resp)

error_perm: 550 The system cannot find the file specified. 

During handling of the above exception, another exception occurred:

URLError                                  Traceback (most recent call last)
<ipython-input-6-8ab12e3a4ec2> in <module>
----> 1 file_name = may_be_download(urljoin(FTP_URL, SOURCE_FILE))
      2 date = file_name.name.split('.')[0]

<ipython-input-4-4c71a35e1865> in may_be_download(url)
      7     if not filename.exists():
      8         print('Downloading...', url)
----> 9         urlretrieve(url, filename)
     10     unzipped = data_path / (filename.stem + '.bin')
     11     if not (data_path / unzipped).exists():

~\anaconda3\envs\ml4trading\lib\urllib\request.py in urlretrieve(url, filename, reporthook, data)
    246     url_type, path = splittype(url)
    247 
--> 248     with contextlib.closing(urlopen(url, data)) as fp:
    249         headers = fp.info()
    250 

~\anaconda3\envs\ml4trading\lib\urllib\request.py in urlopen(url, data, timeout, cafile, capath, cadefault, context)
    221     else:
    222         opener = _opener
--> 223     return opener.open(url, data, timeout)
    224 
    225 def install_opener(opener):

~\anaconda3\envs\ml4trading\lib\urllib\request.py in open(self, fullurl, data, timeout)
    524             req = meth(req)
    525 
--> 526         response = self._open(req, data)
    527 
    528         # post-process response

~\anaconda3\envs\ml4trading\lib\urllib\request.py in _open(self, req, data)
    542         protocol = req.type
    543         result = self._call_chain(self.handle_open, protocol, protocol +
--> 544                                   '_open', req)
    545         if result:
    546             return result

~\anaconda3\envs\ml4trading\lib\urllib\request.py in _call_chain(self, chain, kind, meth_name, *args)
    502         for handler in handlers:
    503             func = getattr(handler, meth_name)
--> 504             result = func(*args)
    505             if result is not None:
    506                 return result

~\anaconda3\envs\ml4trading\lib\urllib\request.py in ftp_open(self, req)
   1581         except ftplib.all_errors as exp:
   1582             exc = URLError('ftp error: %r' % exp)
-> 1583             raise exc.with_traceback(sys.exc_info()[2])
   1584 
   1585     def connect_ftp(self, user, passwd, host, port, dirs, timeout):

~\anaconda3\envs\ml4trading\lib\urllib\request.py in ftp_open(self, req)
   1563             dirs = dirs[1:]
   1564         try:
-> 1565             fw = self.connect_ftp(user, passwd, host, port, dirs, req.timeout)
   1566             type = file and 'I' or 'D'
   1567             for attr in attrs:

~\anaconda3\envs\ml4trading\lib\urllib\request.py in connect_ftp(self, user, passwd, host, port, dirs, timeout)
   1585     def connect_ftp(self, user, passwd, host, port, dirs, timeout):
   1586         return ftpwrapper(user, passwd, host, port, dirs, timeout,
-> 1587                           persistent=False)
   1588 
   1589 class CacheFTPHandler(FTPHandler):

~\anaconda3\envs\ml4trading\lib\urllib\request.py in __init__(self, user, passwd, host, port, dirs, timeout, persistent)
   2406         self.keepalive = persistent
   2407         try:
-> 2408             self.init()
   2409         except:
   2410             self.close()

~\anaconda3\envs\ml4trading\lib\urllib\request.py in init(self)
   2418         self.ftp.login(self.user, self.passwd)
   2419         _target = '/'.join(self.dirs)
-> 2420         self.ftp.cwd(_target)
   2421 
   2422     def retrfile(self, file, type):

~\anaconda3\envs\ml4trading\lib\ftplib.py in cwd(self, dirname)
    629             dirname = '.'  # does nothing, but could return error
    630         cmd = 'CWD ' + dirname
--> 631         return self.voidcmd(cmd)
    632 
    633     def size(self, filename):

~\anaconda3\envs\ml4trading\lib\ftplib.py in voidcmd(self, cmd)
    276         """Send a command and expect a response beginning with '2'."""
    277         self.putcmd(cmd)
--> 278         return self.voidresp()
    279 
    280     def sendport(self, host, port):

~\anaconda3\envs\ml4trading\lib\ftplib.py in voidresp(self)
    249     def voidresp(self):
    250         """Expect a response beginning with '2'."""
--> 251         resp = self.getresp()
    252         if resp[:1] != '2':
    253             raise error_reply(resp)

~\anaconda3\envs\ml4trading\lib\ftplib.py in getresp(self)
    244             raise error_temp(resp)
    245         if c == '5':
--> 246             raise error_perm(resp)
    247         raise error_proto(resp)
    248 

URLError: <urlopen error ftp error: error_perm('550 The system cannot find the file specified. ',)>

seems like the url changed but I am not sure where I can get the updated one from.

[jepessen]

Me too. It seems that the url is changed. I've seen a bit over the internet and I've found this: It seems that the connection is SFTP and an account is required. Anyone knows if it's possible to retrieve data elsewhere?

[jepessen]

I've found the file here:

https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/

You can change the code, or download it and put it inside the data folder created by the may_be_download function.

Changing the code is easy: simple replace the content of FTP_URL variable with 'https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/', even if in this case the variable should be renamed since it's not FTP anymore.