quantlab.dataset.massive.raw.rest_snapshots#

quantlab.dataset.massive.raw.rest_snapshots(vendor_root, endpoint)[source]#

Return the pull times (UTC) of a snapshot endpoint’s whole snapshots, oldest first.

A snapshot is every page of one pull; one interrupted before its last page left none (MassiveClient.pull).

Examples

Needs a raw tier on disk:

rest_snapshots("/data/quantlab/downloads/massive", "float")[-1]