antequant blotter issues

antequant / blotter

Microservice to connect to Interactive Brokers and stream market data into Google BigQuery

MIT License

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issues

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Ambiguous contract error too large when reporting to GCP

#62 jspahrsummers opened 4 years ago
0
Store streaming jobs on disk, instead of Firestore?

#61 jspahrsummers opened 4 years ago
0
Use antequant/asyncio-resource

#60 jspahrsummers closed 4 years ago
0
Use antequant/gcloud-service

#59 jspahrsummers closed 4 years ago
0
Use custom GitHub Actions

#58 jspahrsummers closed 4 years ago
0
Build custom GitHub Action(s) for Docker image upload

#57 jspahrsummers closed 4 years ago
0
Factor out error_handling into separate package

#56 jspahrsummers closed 4 years ago
1
Factor out ib_helpers into separate package

#55 jspahrsummers closed 4 years ago
1
Nothing happens after connection is lost to TWS

#54 jspahrsummers opened 4 years ago
0
Service is unauthenticated

#53 jspahrsummers opened 4 years ago
1
Migrate to Python 3.8

#52 jspahrsummers opened 4 years ago
0
Snapshot requests limitation exceeded

#51 jspahrsummers opened 4 years ago
2
Split up ticker polling into separate IB requests

#50 jspahrsummers opened 4 years ago
0
Abstract out Firestore serialization logic

#49 jspahrsummers opened 4 years ago
0
Generalize PollingManager and StreamingManager?

#48 jspahrsummers opened 4 years ago
0
Automatically pause polling outside of market hours

#47 jspahrsummers opened 4 years ago
0
Implement automatic resumption of options streaming

#46 jspahrsummers opened 4 years ago
1
What does volume mean for ib_insync.Ticker?

#45 jspahrsummers opened 4 years ago
0
Parse options symbols into separate BigQuery columns

#44 jspahrsummers opened 4 years ago
0
"Streaming" options data

#43 jspahrsummers closed 4 years ago
0
"Streaming" options data

#42 jspahrsummers closed 4 years ago
1
Very noisy error logging when fetching options chain

#41 jspahrsummers opened 4 years ago
0
Install sys.excepthook to report exception

#40 jspahrsummers closed 4 years ago
0
Continuously integrate and tag Docker images

#39 jspahrsummers closed 4 years ago
1
Options chains

#38 jspahrsummers closed 4 years ago
0
-v and -vv CLI options should only apply to blotter code

#37 jspahrsummers closed 4 years ago
0
Break down backfills according to IB's suggested step sizes

#36 jspahrsummers opened 4 years ago
0
Require partition filter on BigQuery tables

#35 jspahrsummers opened 4 years ago
0
Backfills cancelled when the client disconnects midway?

#34 jspahrsummers opened 4 years ago
0
Automatically retry after pacing violations

#33 jspahrsummers opened 4 years ago
0
Annotate Python logging module messages better

#32 jspahrsummers opened 4 years ago
3
Use custom exception types instead of RuntimeErrors

#31 jspahrsummers closed 4 years ago
0
Support overriding streaming batch timeout on CLI

#30 jspahrsummers closed 4 years ago
0
Streaming batch timer doesn't work

#29 jspahrsummers closed 4 years ago
0
Set and check for IB timeouts

#28 jspahrsummers opened 4 years ago
0
Detect any blocking on IB thread

#27 jspahrsummers closed 4 years ago
1
Streaming stops after some time

#26 jspahrsummers opened 4 years ago
1
Streaming requests started during market close do not persist through market open?

#25 jspahrsummers opened 4 years ago
0
CLI flag to disable error reporting

#24 jspahrsummers closed 4 years ago
0
Remember streaming jobs

#23 jspahrsummers closed 4 years ago
0
Backfilling for longer than a security's lifetime results in an error

#22 jspahrsummers opened 4 years ago
0
Support human-readable backfill end date on the command line

#21 jspahrsummers opened 4 years ago
0
Add health check RPC

#20 jspahrsummers closed 4 years ago
0
Automatically handle contract rollover

#19 jspahrsummers opened 4 years ago
0
Forex data

#18 jspahrsummers closed 4 years ago
0
Options chains

#17 jspahrsummers closed 4 years ago
0
Pacing violations don't bubble up through reqRealTimeBars

#16 jspahrsummers opened 4 years ago
0
Support tick-by-tick data

#15 jspahrsummers opened 4 years ago
0
Add bar source into table rows

#14 jspahrsummers closed 4 years ago
0
Generalize beyond IB using bankroll

#13 jspahrsummers closed 4 years ago
1