ignore missing files in loop - data did not show up - python-3.x

Question

I have thousands of files as you can see the year range below. Some of the dates of the files are missing so I want to skip over them. But when I tried the method below, and calling data_in, the variable doesn't exist. Any help would be truly appreciated. I am new to python. Thank you.
path = r'file path here'
DataYears = ['2012','2013','2014', '2015','2016','2017','2018','2019', '2020']
Years = np.float64(DataYears)
NumOfYr = Years.size
DataMonths = ['01','02','03','04','05','06','07','08','09','10','11','12']
daysofmonth=[31,28,31,30,31,30,31,31,30,31,30,31]
for yy in range(NumOfYr):
for mm in range (12):
try:
data_in = pd.read_csv(path+DataYears[yy]+DataMonths[mm]+'/*.dat', skiprows=4, header=None, engine='python')
print('Reached data_in') # EDIT
a=data_in[0] #EDIT
except IOError:
pass
#print("File not accessible")
EDIT: Error added
Traceback (most recent call last):
File "Directory/Documents/test.py", line 23, in <module>
data_in = pd.read_csv(path+'.'+DataYears[yy]+DataMonths[mm]+'/*.cod', skiprows=4, header=None, engine='python')
File "/opt/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py", line 676, in parser_f
return _read(filepath_or_buffer, kwds)
File "/opt/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py", line 448, in _read
parser = TextFileReader(fp_or_buf, **kwds)
File "/opt/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py", line 880, in __init__
self._make_engine(self.engine)
File "/opt/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py", line 1126, in _make_engine
self._engine = klass(self.f, **self.options)
File "/opt/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py", line 2269, in __init__
memory_map=self.memory_map,
File "/opt/anaconda3/lib/python3.7/site-packages/pandas/io/common.py", line 431, in get_handle
f = open(path_or_buf, mode, errors="replace", newline="")
FileNotFoundError: [Errno 2] No such file or directory: 'Directory/Documents/201201/*.dat'

Answer 1

You can adapt the code below to get a list of your date folders:
import glob
# Gives you a list of your folders with the different dates
folder_names = glob.glob("Directory/Documents/")
print(folder_names)
Then with the list of folder, you can iterate through there contents. If you just want a list of all .dat files can do something like:
import glob
# Gives you a list of your folders with the different dates
file_names = glob.glob("Directory/Documents/*/*.dat")
print(file_names)
The code above searches the contents of your directories so you bypass your problem with missing dates. The prints are there so you can see the results of glob.glob().