Recent content by LBF

As I mentioned previosuly, I assume we are holding the Sept 23 contract at the time Rob's data ends which is 8/31/23. Not now! - yes i get the contract is expired....

I meant we are holding the Sept 23 contract on the date his data ends - 8/31/23, not now - sorry for any confusion

I read somewhere that Rob's data is 6 hours ahead of barchart data reporting. He runs a script to standardize the time to UTC. Now that I have that sync timing, the prices are roughly in line, not a match, but well within the range of the hourly trading (Price data likely came from production...

I'm just getting started after all my reading of the books, blog, github, and this thread. I'll have to begin with a manual process because the automated project seems daunting. I want to "leverage" the existing repository of csv pricing data at pysystemtrade to build out an updated data library...