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Hi, I adjusted the CSVdir so it can handle different exchanges (as needed for live trading some tickets like GLD, GDX, and to get live data from VIX index on CBOE. Everything works the same if one doesnt put in the exchange in the filename, or the asset type, but if you do the asset get loaded that way and the calendar gets matched to NYSE. Later we might extend this to have other calendar mappings, but for now I map everything to NYSE.
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Hi, I'm sorry, I missed this PR somehow. Can you send it to upstream zipine please? csvdir bundle is already merged into upstream master. Thanks, |
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Hi, I adjusted the CSVdir so it can handle different exchanges (as needed for live trading some tickets like GLD, GDX, and to get live data from VIX index on CBOE. Everything works the same if one doesnt put in the exchange in the filename, or the asset type, but if you do the asset get loaded that way and the calendar gets matched to NYSE. Later we might extend this to have other calendar mappings, but for now I map everything to NYSE.