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Author:
Brian K. Boonstra
License:
GPL-3.0-or-later
Summary:
Efficient queries of trade and book data in bars. Supports the WRDS TAQ millisecond database.
Latest version:
0.42.4
Required dependencies:
pandas
|
pytz
|
wrds
Optional dependencies:
black
|
fastparquet
|
flake8
|
pyarrow
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