I created hd5 file
hdf=pandas.HDFStore(pfad)
hdf.append('df', df, data_columns=True)
I have a list containing numpy.datetime64 values โโcalled expirations, and try reading part of the hd5 table as a data frame that has values โโbetween the expiration [1] and expirations [0] in the "expiration" column. Column expiration entries are in Timestamp format ('2002-05-18 00:00:00').
I use the following command:
df=hdf.select('df', where=('expiration<expiration[1] & expiration>=expirations[0]'))
However, I get a ValueError: Impossible to parse x How should this be done correctly?
df.dtypes
Out[37]:
adjusted stock close price float64
expiration datetime64[ns]
strike int64
call put object
ask float64
bid float64
volume int64
open interest int64
unadjusted stock price float64
df.info
Out[36]:
<bound method DataFrame.info of adjusted stock close price expiration strike call put ask date
2002-05-16 5047.00 2002-05-18 4300 C 802.000
There are more columns, but they are not of interest to the query.
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