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antequant / blotter

Microservice to connect to Interactive Brokers and stream market data into Google BigQuery
MIT License
1 stars 4 forks source link

Support tick-by-tick data #15

Open jspahrsummers opened 4 years ago

jspahrsummers commented 4 years ago

Either on its own (a database of ticks could be useful), or as a data source which can be rolled up into bars of arbitrary size.