Add support for additional market data bar types #61
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
CLA Assistant Lite bot All contributors have signed the CLA ✍️ ✅ |
chipkent
requested changes
Jun 22, 2022
examples/example_beta_calc.py
Outdated
Comment on lines
1
to
5
| # API_PORT = 4001 | ||
| # API_PORT = 7496 | ||
|
|
||
| # API_PORT = 4002 | ||
| API_PORT = 7497 |
There was a problem hiding this comment.
clean this up. Do we need all of these commented out?
There was a problem hiding this comment.
Updated the comment to clarify these — can still remove them if you'd prefer
Comment on lines
-135
to
+152
| HISTORICAL_VOLATILITY = 6 | ||
| ADJUSTED_LAST = 6 | ||
| """Bid/Ask prices.""" | ||
| HISTORICAL_VOLATILITY = 7 | ||
| """Historical volatility.""" | ||
| OPTION_IMPLIED_VOLATILITY = 7 | ||
| OPTION_IMPLIED_VOLATILITY = 8 | ||
| """Option implied volatility.""" | ||
| FEE_RATE = 8 | ||
| """Fee rate.""" | ||
| REBATE_RATE = 9 | ||
| """Rebate rate.""" | ||
| FEE_RATE = 10 | ||
| """Fee rate.""" | ||
| YIELD_BID = 11 | ||
| """Bid yield.""" | ||
| YIELD_ASK = 12 | ||
| """Ask yield.""" | ||
| YIELD_BID_ASK = 13 | ||
| """Bid/Ask yield.""" | ||
| YIELD_LAST = 14 | ||
| """Last yield.""" |
There was a problem hiding this comment.
Do any of these need to go in the exclusion list in request_bars_realtime?
There was a problem hiding this comment.
Don't believe so — think that only the existing ones (TRADES/MIDPOINT/BID/ASK) are supported
|
I have read the CLA Document and I hereby sign the CLA |
chipkent
approved these changes
Jun 24, 2022
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
No description provided.