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femtotrader / DukascopyTicksReader.jl

A Julia library to download tick data from Dukascopy https://www.dukascopy.com/swiss/english/marketwatch/historical/
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More generic ouput / Return a named tuple iterator #8

Open femtotrader opened 7 years ago

femtotrader commented 7 years ago

See https://github.com/davidanthoff/IterableTables.jl

Produce elements of type NamedTuple https://github.com/blackrock/NamedTuples.jl http://rockthecode.io/blog/osblk-julia-namedtuples/

see https://github.com/pazzo83/NOAAData.jl/blob/master/src/NOAAData.jl

_COLS = [:Date, :Ask, :Bid, :AskVolume, :BidVolume]
_SCHEMA = [DateTime, Float64, Float64, Float64, Float64]

see https://github.com/davidanthoff/IterableTables.jl/pull/37/files

https://discourse.julialang.org/t/iterate-delimited-file-as-namedtuples/3616/6

femtotrader commented 7 years ago

Should help to provide Temporal output #12 via IterableTables