Error doing the first example with python wrapper

Hi all,
I am trying to do the part of the first python wrapper use example where you load in the sun and earth position in EME2000. The error I get is

JavaError: <super: <class ‘JavaError’>, >
Java stacktrace:
org.orekit.errors.OrekitException: no JPL ephemerides binary files found
at org.orekit.bodies.JPLEphemeridesLoader.getLoadedConstant(
… and some more loading errors

the example link is

I have the basic version installed with the anaconda install instructions

Hi @SpookyGoose

Welcome to the Orekit forum.
Did you downloaded the orekit-data zip?