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alpacahq / marketstore

DataFrame Server for Financial Timeseries Data
Apache License 2.0
1.88k stars 228 forks source link

Add support for non-time aggregation types #236

Open charlieyou opened 5 years ago

charlieyou commented 5 years ago

Specifically tick, dollar, and volume bars

globophobe commented 5 years ago

Apologizes, this would be very useful. Querying and streaming is heavily skewed in favor of time series data.