Open .h5 file in Python

Question

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?

Answer 1

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()