quantlab.dataset.massive.raw.read_rest_as_of#
- quantlab.dataset.massive.raw.read_rest_as_of(vendor_root, endpoint, day)[source]#
Return an endpoint’s table as of
day, in the vendor’s order, verbatim.- Raises:
- ValueError
If the table is not kept as of
day.
Examples
Needs a raw tier on disk; the tickers listed on 2024-03-11:
tickers = read_rest_as_of("/data/quantlab/downloads/massive", "tickers", date(2024, 3, 11)) {row["ticker"]: row["composite_figi"] for row in tickers}