quantlab.dataset.massive.raw.read_rest_snapshot#

quantlab.dataset.massive.raw.read_rest_snapshot(vendor_root, endpoint, pulled_at=None)[source]#

Return the records of one snapshot, in the vendor’s order, verbatim.

Parameters:
vendor_rootstr or Path

<download-dir>/massive.

endpointstr

A snapshot endpoint’s name (RestEndpoint.date_field None).

pulled_atdatetime, optional

The snapshot’s pull time, from rest_snapshots; the newest snapshot when omitted.

Raises:
ValueError

If the endpoint has no such snapshot.

Examples

Needs a raw tier on disk; every day’s Float table:

root = "/data/quantlab/downloads/massive"
history = {stamp: read_rest_snapshot(root, "float", stamp) for stamp in rest_snapshots(root, "float")}