Python for Finance: Analyze Big Financial Data

(Elle) #1

warnings.simplefilter(‘ignore’)
h5 = pd.HDFStore(‘./source/vstoxx_march_2014.h5’,
complevel= 9 , complib=‘blosc’)
h5[‘vstoxx_index’] = vstoxx_index
h5[‘vstoxx_futures’] = vstoxx_futures
h5[‘vstoxx_options’] = vstoxx_options
h5.close()

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