从netfonds下载HF数据时出错

Question

我试图通过直接使用Yves Hilpisch博士的示例代码从netfonds网站下载HF数据，但是，我遇到了错误消息，例如

  

ValueError: No columns to parse from file

- 任何人都可以帮忙吗？非常感谢。

以下是示例代码：

   import numpy as np
   import pandas as pd
   import datetime as dt
   from urllib import urlretrieve


   url1='http://hopey.netfonds.no/posdump.php?'
   url2='date=%s%s%s&paper=AAPL.O&csv_format=csv'
   url=url1+url2

   year='2014'
   month='09'
   days=['23','24']

   AAPL=pd.DataFrame()
   for day in days:
       AAPL=AAPL.append(pd.read_csv(url % (year,month,day), 
                 index_col=0, header=0, parse_dates=True))
   AAPL.columns=['bid','bdepth','bdeptht','offer','odepth','odeptht']                       
   AAPL.info()

错误信息如下：

Traceback (most recent call last):

  File "<ipython-input-87-27cc48982059>", line 18, in <module>
    index_col=0, header=0, parse_dates=True))

  File "C:\Users\jinj\AppData\Local\Continuum\Miniconda\lib\site-packages\pandas\io\parsers.py", line 474, in parser_f
    return _read(filepath_or_buffer, kwds)

  File "C:\Users\jinj\AppData\Local\Continuum\Miniconda\lib\site-packages\pandas\io\parsers.py", line 250, in _read
    parser = TextFileReader(filepath_or_buffer, **kwds)

  File "C:\Users\jinj\AppData\Local\Continuum\Miniconda\lib\site-packages\pandas\io\parsers.py", line 566, in __init__
    self._make_engine(self.engine)

  File "C:\Users\jinj\AppData\Local\Continuum\Miniconda\lib\site-packages\pandas\io\parsers.py", line 705, in _make_engine
    self._engine = CParserWrapper(self.f, **self.options)

  File "C:\Users\jinj\AppData\Local\Continuum\Miniconda\lib\site-packages\pandas\io\parsers.py", line 1072, in __init__
    self._reader = _parser.TextReader(src, **kwds)

  File "pandas\parser.pyx", line 512, in pandas.parser.TextReader.__cinit__ (pandas\parser.c:4814)

ValueError: No columns to parse from file