ValueError: all the input array dimensions except for the concatenation axis must match exactly

I'm trying to download the training data using ` 0_dl_trainval_data.py`. It looks like the data downloaded successfully but the pre-processing causes the error. Specifically `price_array = np.hstack([price_array, df[df.tic == tic][['close']].values])` causes the error.

1. What are some potential causes
2. What are some potential solutions?
3. Wouldn't it be better to isolate the data downloading and cleaning?