Thanks to Andrew for replying!

Only problem is: I have already downloaded that history_SPY.zip and it does NOT contain a file named: SPYa.t8...So, are we supposed to somehow merge the SPY_2011.t8 through SPY_2018.t8 to make the referenced file: SPYa.t8 for the book's example? Tis' not very clear...

Is there an errata sheet for the Black Book somewhere? Or maybe post-publication notes that we can refer to?

Just checking,
Vode