quantlab.dataset.massive.raw.raw_file

quantlab.dataset.massive.raw.raw_file(vendor_root, data_type, day)

Return where the raw tier keeps one data type’s file for one trading day.

Parameters:

vendor_rootstr or Path

<download-dir>/massive.

data_typestr

A key of DATA_TYPES.

daydate

The trading day.

Examples

>>> raw_file("/d/massive", "minute_aggs", date(2024, 1, 2)).name
'2024-01-02.csv.gz'