Skip to content

Vendor Breaking Formats #15

@jaredbroad

Description

@jaredbroad

Vendors upload essentially different formats of data. We need to adjust the reader and accessor to be more generic. Maybe need to drop wrapper support for this data and just rely on the user using Download() method as seems very buggy to try and support N vendor formats.

1D row format (legacy simple format): https://data.nasdaq.com/databases/ETFTE
Date, Asset, Volume
Date, SPY, 1
Date2, SPY, 2
Date3, SPY, 3

1D vectors format (base data collection required): https://data.nasdaq.com/databases/BCHAIN
Date, Asset, Key, Value
Date, SPY, volume, 1
Date, SPY, price, 1.1
Date2, SPY, volume, 2
Date2, SPY, price, 2.2
Date3, SPY, volume, 3
Date3, SPY, price, 3.3

2D formats: https://data.nasdaq.com/databases/OPT
?

Metadata

Metadata

Assignees

No one assigned

    Labels

    bugSomething isn't working

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions