Ticket #35 (closed enhancement: fixed)
Implement support for aggregate history data
| Reported by: | maccaf | Owned by: | maccaf |
|---|---|---|---|
| Priority: | high | Milestone: | 1.0M1 |
| Component: | core | Version: | devel |
| Severity: | major | Keywords: | |
| Cc: | OS: | All |
Description
Repository:
- Add stores for intraday bar data
- Allow to store pre-calculated aggregations (1 minute, 2 minutes, etc.)
History object:
- Add aggregation information object
- Allow getSubset method to retrive an arbitrary aggregation of data within the desired range
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