neilsmurphy
commented
3 years ago - Current query resamples the data using the 'mean' function - which is unoptimal Changed to first/min/max/last
- It seems that fromdate parameter is ignored - resulting in excessive data fetch From date and to date added in.
- Openinterest field seems to be ignored even if present in the data Open interest added in.
- Time precision is excessive (nano-seconds vs seconds ) Left unchanged.