Closed Bandita88 closed 1 year ago
Sounds like the correct storage location. To select a specific time during day you would use standard pandas slicing methods frequently used in the examples, such as df.loc[idx["10:00":"11:'00", :], :]
if the datetime variable is your first index level. Keep in mind that the sample data includes only a single day.
Closing for now, please feel free to reopen if the issue persists.
Hi,the order book is in the dataframe file named pd.HDFStore(order_book_store) right?! if i want to import historical data with a defined datetime how can i do that? thanks for the help.