notebook/static/favicon.ico is a symlink in the repository. Under at least some conditions, this causes issues on Windows:
File "C:\Users\appveyor\AppData\Local\Temp\1\pip-le56htf7-build\setupbase.py", line 229, in check_package_data
assert os.path.exists(path), "Missing package data: %s" % path
AssertionError: Missing package data: notebook\static\favicon.ico
I'm not yet sure how common these conditions are. I'm trying to work around it on conda-forge.