quantlab.dataset.massive.raw.s3_key

quantlab.dataset.massive.raw.s3_key(data_type, day)

Return the S3 key of one data type’s file for one trading day.

Examples

>>> s3_key("minute_aggs", date(2016, 10, 11))
'us_stocks_sip/minute_aggs_v1/2016/10/2016-10-11.csv.gz'