quantlab.enums.data#
Shared literal types, column layouts and naming rules for market data.
The Literal aliases here (Market, Frequency, Vendor,
BarInterval, UniverseCategory) are the vocabulary every config,
acquisition and dataset class agrees on. Several of them are also written to
disk, as path segments of the raw data tree or as columns of raw shards, so
adding a token is an on-disk format decision and not just a new label.
Classes
Column names of the raw Binance kline CSV files, which ship without a header. |
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Explicit |