I am trying to merge multiple .xlsx.zip files into one but this error keeps on coming up. Now, firstly I am using glob.glob for selecting the files (works perfectly) stock_files = glob.glob('*/*.xlsx.zip', recursive=True) stock_files And then when I try to merge using this code excels = [pd.ExcelFile(name) for name in stock_files] frames = [x.parse(x.sheet_names[0],header=None, index_col=None) for x in excels] frames[1:] = [df[1:] for df in frames[1:]] I get this error in return: OptionError: "No such keys(s): 'io.excel.zip.reader'" Do I have to unzip the files first? because it does work with unzipped files but my data sample is massive and I would rather prefer not wasting time with unzipping the files. Is there a way to do it without unzipping? Thanks in advance. Continue reading...