No object named P in the file about machine-learning-for-trading HOT 3 OPEN

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.

from machine-learning-for-trading.

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..

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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.

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