quantlab.dataset.massive.raw.read_conditions#

quantlab.dataset.massive.raw.read_conditions(path)[source]#

Return the trade conditions of one snapshot and their consolidated update rules.

The snapshot is the vendor’s list of conditions verbatim. Only those that apply to trades (data_types holds "trade") are returned: condition ids are reused across quotes and trades. A condition without update_rules (a short-sale restriction or financial-status indicator) restricts nothing, so all three of its flags are true.

Returns:

pl.DataFrame: Columns id (Int64), name and the three UPDATE_FLAGS (Boolean), one row per trade condition.

Examples

Needs a snapshot on disk; of the 94 records pulled on 2026-10-09, 55 apply to trades, and the odd-lot condition counts for volume only:

conditions = read_conditions(latest_conditions("/data/quantlab/downloads/massive"))
conditions.filter(pl.col("id") == 37)  # 'Odd Lot Trade', False, False, True