quantlab.dataset.massive.trade_bars.no_trade_fills#

quantlab.dataset.massive.trade_bars.no_trade_fills()[source]#

Return the values of a Trade bar column without a trade: 0 volumes and counts.

Prices are not named: they stay NaN. A column a store adds over its earlier bars, and a permaticker without a ticker on a day, read so.

Examples

>>> sorted(no_trade_fills())[:3]
['buy_volume', 'close_auction_volume', 'dollar_volume']