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?

You have tagged `h5py` but in the question you are using `pandas` to read it? — DavidG, Oct 20 '17 at 14:53
It is what the book was teaching... what should I use instead? — python_enthusiast, Oct 20 '17 at 14:58
I personally would use the `h5py` module as I don't have much experience with `pandas`. I have added an answer that shows how to open the file. — DavidG, Oct 20 '17 at 15:00

score 15 · Accepted Answer · answered Oct 20 '17 at 14:57

15

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()

answered Oct 20 '17 at 14:57

DavidG

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I tried this answer and I got a different error: OSError: Unable to open file (File signature not found) – python_enthusiast Oct 20 '17 at 15:02
1

Hmm, works for me with the h5 file. Are you sure you've set the right path? – DavidG Oct 20 '17 at 15:05
Yes, but nevermind... I am a complete programming illiterate. Sorry for wasting your time... – python_enthusiast Oct 20 '17 at 15:08
1

What version of h5py are you using? – DavidG Oct 20 '17 at 15:08
I tried googling how to check that, but couldn't find it. I ran pip install h5py again, so it should be up-to-date, I think – python_enthusiast Oct 20 '17 at 15:12
I think it is version 2.7.13! – python_enthusiast Oct 20 '17 at 15:17
That's probably the version of Python you are using rather than module. You could try moving the h5 file to somewhere else on your computer (say somewhere on the C drive). Navigate to that folder by `os.chdir(path)` and try running the code? – DavidG Oct 20 '17 at 15:20
Let us [continue this discussion in chat](http://chat.stackoverflow.com/rooms/157149/discussion-between-python-newbie-and-davidg). – python_enthusiast Oct 20 '17 at 15:23
I have found the version. It is 2.7.0. – python_enthusiast Oct 20 '17 at 15:28

score -3 · Answer 2 · edited May 29 '22 at 17:44

-3

import os

wd=os.chdir('pah of your working directory') #change the file path to your working directory
wd=os.getcwd() #request what is the current working directory
print(wd)

if __name__ == '__main__':
    # import required libraries
    import h5py as h5
    import numpy as np
    import matplotlib.pyplot as plt

    f = h5.File("hdf5 file with its path", "r")
    datasetNames = [n for n in f.keys()]
    for n in datasetNames:
        print(n)

edited May 29 '22 at 17:44

Benjamin Breton

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answered May 28 '22 at 11:42

Yohannes Sefane

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Please don't post code-only answers. Future readers will be grateful to see explained *why* this answers the question instead of having to infer it from the code. Also, since this is an old question, please explain how it compliments the other, accepted answer. Finally, please find out how code formatting works. – Gert Arnold May 28 '22 at 12:28

Open .h5 file in Python

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