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cuemacro / findatapy

Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
Apache License 2.0
1.7k stars 206 forks source link

fixing group size going to -1 #4

Closed spyamine closed 7 years ago

spyamine commented 7 years ago

when trying your example 'equitiesdata_example' I had a -1 result so it went out of the comming loop and I had errors in execution

spyamine commented 7 years ago

Hi,

how do you manage to store the data? do you store adjusted or unadjusted ? And do you plan to add the ability to store Corporate actions ?

Regards, Amine

2016-11-28 15:07 GMT+00:00 Saeed Amen notifications@github.com:

Merged #4 https://github.com/cuemacro/findatapy/pull/4.

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saeedamen commented 7 years ago

Hi, you can store the data using MongoDB/Arctic (see IOEngine class which has methods for that). There's no reason why you can't store corporate actions as a different time series (provided you can download that data). I tend to store my data as adjusted (eg. for futures), but the overhead is that you need to download the data again (but it's easier because don't need to take into account new contracts, share splits etc)

Regards Saeed

From: Amine notifications@github.com Sent: 28 November 2016 15:48 To: cuemacro/findatapy Cc: Saeed Amen; State change Subject: Re: [cuemacro/findatapy] fixing group size going to -1 (#4)

Hi,

how do you manage to store the data? do you store adjusted or unadjusted ? And do you plan to add the ability to store Corporate actions ?

Regards, Amine

2016-11-28 15:07 GMT+00:00 Saeed Amen notifications@github.com:

Merged #4 https://github.com/cuemacro/findatapy/pull/4.

- You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub https://github.com/cuemacro/findatapy/pull/4#event-873756719, or mute the thread https://github.com/notifications/unsubscribe-auth/AMd0faVHXtCn8DuNnSU_3bZ-0qqFehwKks5rCu4xgaJpZM4K93V6 .

- You are receiving this because you modified the open/close state. Reply to this email directly, view it on GitHubhttps://github.com/cuemacro/findatapy/pull/4#issuecomment-263306516, or mute the threadhttps://github.com/notifications/unsubscribe-auth/AKkcNPaaJd7q_vR2cLiN7wKqGG7190uxks5rCvfMgaJpZM4K93V6.