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antequant
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blotter
Microservice to connect to Interactive Brokers and stream market data into Google BigQuery
MIT License
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#38
Closed
jspahrsummers
closed
4 years ago
jspahrsummers
commented
4 years ago
Resolves #17.
[x] Upload options snapshots
[x] Fix format of
timestamp
field
[x] Drop null/empty
Ticker
s
[x] Remove
average
and
open
[x] Attempt to filter out obviously invalid sizes/prices
[x] Set Pandas column datatypes
[ ] Fetch historical options data?
[ ] Emulate "streaming" for options data by re-fetching snapshots periodically?
Resolves #17.
timestamp
fieldTicker
saverage
andopen