No object named P in the file

[Impesud]

Describe the bug
Hi, unfortunately I saw two errors in the code of chapter 2 and I can't find a solution.

In the file "01_parse_itch_order_flow_messages.ipynb" I see:

1."Cannot serialize the column [primary_market_maker]
because its data contents are not [string] but [integer] object dtype
L" , processes the binary file and produces the parsed orders stored by message type.

2. "'No object named P in the file'", in the last section of the code.

Screenshots

Environment
VsCode v1.85
Python v1.8.10
JupytervVsCode extension v2023.11.1003402403

[Impesud]

Hi! I put the the solution here:
https://github.com/Impesud/machine-learning-for-trading/blob/main/02_market_and_fundamental_data/01_NASDAQ_TotalView-ITCH_Order_Book/01_parse_itch_order_flow_messages.ipynb

View "Impesud Note" rows.

[2f2a]

Hi! I put the the solution here: https://github.com/Impesud/machine-learning-for-trading/blob/main/02_market_and_fundamental_data/01_NASDAQ_TotalView-ITCH_Order_Book/01_parse_itch_order_flow_messages.ipynb

View "Impesud Note" rows.

I had the same issue: "..Cannot serialize.."
But your ("Impesud Note") version solved it.

Im on Linux, and use uptodate modules also, just had to rewrite the "Path".

Another difference: "store.append" vs "store._append", <- pandas.HDFStore last line, uhg, so the fix doesn't fix rollback versions of modules, that are suggested to use..

[Impesud]

Hi @2f2a
In fact, store._append does not completely solve the problem. We should try again with the concat method, as I did, and find the right way to keep the Q column with the table format, eliminating the fixed one.