When doing last code sanity checks for the book, Twitter was using the API 1.0, which did not require authentication. With its switch to version 1.1, this has now changed.
If you don't have already created your personal Twitter access keys and tokens, you might want to do so at https://dev.twitter.com/docs/auth/tokens-devtwittercom and paste the keys/secrets into twitterauth.py
According to https://dev.twitter.com/docs/rate-limiting/1 Twitter has a rate limit of fetching 350 tweets/h for authorized users.
Note that some tweets might be missing when you are running install.py (user got suspended, changed authorization, or tweet deleted) and thus you might get different results. We keep track of those tweet IDs in data/{missing,not_authorized}.tsv, so that they are not fetched when you run install.py.