dlab-projects marketflow issues

dlab-projects / marketflow

Basic Python library for working with the TAQ (US Trade and Quote) dataset

http://marketflow.readthedocs.org/

BSD 2-Clause "Simplified" License

9 stars 11 forks source link

issues

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H5_TIME is unsupported...

#31 davclark closed 8 years ago
3
Strange symbol in 2014 data

#30 davclark opened 8 years ago
0
Can't read new TAQ files

#29 davclark opened 8 years ago
1
Can't read old TAQ files

#28 davclark opened 8 years ago
1
autodoc not working on ReadTheDocs

#27 davclark closed 8 years ago
1
Document - probably with Sphynx or Asciidoc

#26 davclark closed 8 years ago
2
Bcolz conversion pipeline

#25 davclark opened 8 years ago
0
Clean up clean_dsenames and related files

#24 davclark opened 8 years ago
0
TAQ2Chunks with chunk_type='symbols' yields empty numpy arrays

#23 deniederhut closed 8 years ago
5
raw_taq does not convert chunks back into TAQ format

#22 deniederhut closed 8 years ago
2
raw_taq error call needs Error type

#21 deniederhut closed 8 years ago
0
Consider approaches to modifying TAQ2Chunks behavior

#20 davclark closed 8 years ago
3
Script to pull down test data from box into test-data directory

#19 davclark closed 8 years ago
1
Add a test for generator correctness

#18 davclark opened 8 years ago
0
yield -> yield from for the case of do_process_chunk=False

#17 rdhyee closed 8 years ago
0
WIP: for writing to fixed-width txt file

#16 juanshishido closed 8 years ago
3
Setup.py not allowing module import

#15 deniederhut closed 8 years ago
2
I think packages needed to be specified in setup.py

#14 rdhyee closed 8 years ago
1
all message formats

#13 juanshishido closed 8 years ago
0
Create basic newbie documentation

#12 davclark closed 8 years ago
1
Review of testing code

#11 davclark opened 8 years ago
1
Consider trimming strings with gratuitous whitespace

#10 davclark closed 8 years ago
1
Retain date in string format to facilitate matching with CRSP dates

#9 davclark opened 8 years ago
0
Clean up code from dlab-finance and set up CRSP-related architecture

#8 davclark closed 8 years ago
1
Create a basic test to understand pytest

#7 davclark closed 9 years ago
3
Figure out unique IDs from CRSP

#6 davclark opened 9 years ago
1
Upload marketflow to various repositories

#5 davclark opened 9 years ago
1
Create basic tests

#4 davclark closed 8 years ago
9
`import taq` should populate the taq namespace with the basic classes

#3 davclark closed 9 years ago
2
Implement splitting securities into separate chunks

#2 davclark closed 8 years ago
6
Move over basic-taq directory from BIDS-collaborative

#1 davclark closed 9 years ago
7