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Tiingo News Optimization #8

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jaredbroad opened this issue Nov 1, 2023 · 1 comment
Open

Tiingo News Optimization #8

jaredbroad opened this issue Nov 1, 2023 · 1 comment
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@jaredbroad
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jaredbroad commented Nov 1, 2023

Optimize Tiingo-LEAN interaction to be faster.

@jaredbroad
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jaredbroad commented Dec 5, 2023

  1. Convert to parquet format / define the columns/rows etc.
  2. Get the data into the batch processor node. De-Ice from Glacier 2 weeks.
  3. Lean Reader for it? Generic parquet reader.
  4. Consider live history calls / influx / don't need backward compatibility.

Consider using duplication of data in CSVs instead of parquet

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