I am trying to read a h5 file in Python.
The file can be found in this link and it is called 'vstoxx_data_31032014.h5'. The code I am trying to run is from the book Python for Finance, by Yves Hilpisch and goes like this:
import pandas as pd
h5 = pd.HDFStore('path.../vstoxx_data_31032014.h5', 'r')
futures_data = h5['futures_data'] # VSTOXX futures data
options_data = h5['options_data'] # VSTOXX call option data
h5.close()
I am getting the following error:
h5 = pd.HDFStore('path.../vstoxx_data_31032014.h5', 'r')
Traceback (most recent call last):
File "<ipython-input-692-dc4e79ec8f8b>", line 1, in <module>
h5 = pd.HDFStore('path.../vstoxx_data_31032014.h5', 'r')
File "C:\Users\Laura\Anaconda3\lib\site-packages\pandas\io\pytables.py", line 466, in __init__
self.open(mode=mode, **kwargs)
File "C:\Users\Laura\Anaconda3\lib\site-packages\pandas\io\pytables.py", line 637, in open
raise IOError(str(e))
OSError: HDF5 error back trace
File "C:\aroot\work\hdf5-1.8.15-patch1\src\H5F.c", line 604, in H5Fopen
unable to open file
File "C:\aroot\work\hdf5-1.8.15-patch1\src\H5Fint.c", line 1085, in H5F_open
unable to read superblock
File "C:\aroot\work\hdf5-1.8.15-patch1\src\H5Fsuper.c", line 277, in H5F_super_read
file signature not found
End of HDF5 error back trace
Unable to open/create file 'path.../vstoxx_data_31032014.h5'
where I have substituted my working directory for 'path.../' for the purpose of this question.
Does anyone know where this error might be coming from?
In order to open a HDF5 file with the h5py
module you can use h5py.File(filename)
. The documentation can be found here.
import h5py
filename = "vstoxx_data_31032014.h5"
h5 = h5py.File(filename,'r')
futures_data = h5['futures_data'] # VSTOXX futures data
options_data = h5['options_data'] # VSTOXX call option data
h5.close()