quantlab.dataset.massive.raw.raw_days#

quantlab.dataset.massive.raw.raw_days(vendor_root, data_type)[source]#

Return the trading days whose file of data_type is in the raw tier, ascending.

Only finished files count: a download in progress is written under another name and renamed when verified.

Examples

Needs a raw tier on disk:

raw_days("/data/quantlab/downloads/massive", "trades")