Vendor Breaking Formats
Nobody has claimed this yet.
Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 25/100
Research direction
Start by inspecting the reader and accessor to understand how the current format is selected and how Download() is exposed. Compare that behavior with the 1D row, 1D vector, and 2D examples in the issue, then clarify whether generic support or Download()-only handling is intended. Done means the supported vendor formats and resulting accessor behavior are explicitly defined and covered.
Written by the indexing model from the issue text.
Description
Vendors upload essentially different formats of data. We need to adjust the reader and accessor to be more generic. Maybe need to drop wrapper support for this data and just rely on the user using Download() method as seems very buggy to try and support N vendor formats.
1D row format (legacy simple format): https://data.nasdaq.com/databases/ETFTE
Date, Asset, Volume
Date, SPY, 1
Date2, SPY, 2
Date3, SPY, 3
1D vectors format (base data collection required): https://data.nasdaq.com/databases/BCHAIN
Date, Asset, Key, Value
Date, SPY, volume, 1
Date, SPY, price, 1.1
Date2, SPY, volume, 2
Date2, SPY, price, 2.2
Date3, SPY, volume, 3
Date3, SPY, price, 3.3
2D formats: https://data.nasdaq.com/databases/OPT
?
- Dominant language
- C#
- Stars
- 7
- Forks
- 17
- PR merge metrics
- No merged PRs in 30d
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
More from QuantConnect/Lean.DataSource.NasdaqDataLink
-
bug
Difficulty 4/5 3-5 days Newbie friendliness 35/100
-
Cached Quandl Data Open
Difficulty 4/5 3-5 days Newbie friendliness 30/100
All issues in QuantConnect/Lean.DataSource.NasdaqDataLink
Similar issues
-
bug
Difficulty 1/5 Under an hour Newbie friendliness 75/100
sillsdev/languageforge-lexbox#2665 ·
-
bug documentation frontend
Difficulty 2/5 1-3 hours Newbie friendliness 72/100
azurenoops/spin_agent#975 ·
-
Difficulty 2/5 1-3 hours Newbie friendliness 86/100
-
:watch: Not Triaged 11.0 fundamentals/subsvc
Difficulty 2/5 1-3 hours Newbie friendliness 92/100
dotnet/AspNetCore.Docs#37699 ·
-
Difficulty 2/5 1-3 hours Newbie friendliness 72/100
SubtitleEdit/subtitleedit#15108 · 1 comment ·