Julien 'Lta' BALLET commited on
Commit
24048a4
·
unverified ·
1 Parent(s): 3765fd2

docs: Minor readme updates

Browse files
Files changed (1) hide show
  1. README.md +6 -4
README.md CHANGED
@@ -18,6 +18,8 @@ For each symbol, 2 files are provided:
18
  - `ticks.parquet` contains the ticker data
19
  - `gaps.parquet` contains the reported time gaps
20
 
 
 
21
  ## Ticks
22
 
23
  The `ticks.parquet` files have the following schema:
@@ -41,10 +43,10 @@ The `gaps.parquet` files have the following schema:
41
  {
42
  # The gap duration
43
  'length': pl.UInt64,
44
- # The untransformed gap timestap start reported in the .txt file
45
- 'start': pl.UInt64,
46
- # The untransformed gap timestap end reported in the .txt file
47
- 'end': pl.UInt64,
48
  }
49
  ```
50
 
 
18
  - `ticks.parquet` contains the ticker data
19
  - `gaps.parquet` contains the reported time gaps
20
 
21
+ A merge of all datasets is also provided in `all_ticks.parquet` and `all_gaps.parquet `. The datasets are concatenated and a symbol column is added.
22
+
23
  ## Ticks
24
 
25
  The `ticks.parquet` files have the following schema:
 
43
  {
44
  # The gap duration
45
  'length': pl.UInt64,
46
+ # The timestamp of the gap start converted to UTC.
47
+ 'start': pl.Datetime,
48
+ # The timestamp of the gap end converted to UTC.
49
+ 'end': pl.Datetime,
50
  }
51
  ```
52