Commit Graph

9 Commits (fcfc0f31f08ff5243e051e68609a4e367495c80c)

Author SHA1 Message Date
Tyler Goodlet 0580b204a3 A `size` field in ticks is optional 2022-07-19 09:41:37 -04:00
Tyler Goodlet 8118a57b9a Guard against no time field in some provider quotes 2022-02-07 12:53:30 -05:00
Tyler Goodlet 5952e7f538 Add dark vlm deduplication support via flag 2022-02-07 12:53:30 -05:00
Tyler Goodlet 55cfe6082b Re-key ib's 'unreportable trades' (tick 48) as 2022-01-26 13:48:21 -05:00
Tyler Goodlet 5327d7be5e Add screen acquire timeout loop 2021-01-22 16:46:39 -05:00
Tyler Goodlet 599b5276b4 Port data apis to not touch primary index 2020-12-19 16:50:20 -05:00
Tyler Goodlet c1109ee3fb Add license headers to pertinent files 2020-11-06 12:23:14 -05:00
Tyler Goodlet 987c13c584 Classify L1 tick types 2020-11-03 16:22:04 -05:00
Tyler Goodlet acc8dd66f5 Add data._normalize.py ... 2020-10-02 12:13:50 -04:00