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data-types.md

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Message Types

tick

emitted from quote-feed ta.quote.core

bar-generator-output

bar-ds

  • a dataset containing bars
  • has to have [:date :open :high :low :close] columns

calendar

  • a vector with two values [:market :interval]
  • example [:us :d] [:us :h]

calendar-seq

  • a sequence of date-time, typically produced from a calendar and a range

calendar-ds

  • a dataset with :date column, values come from a calendar-seq

calendar-range

  • a map containing :start :en, values must be date-time
  • example: {:start 2024-01-01 :end 2024-02-01}
  • can be calculated from a calendar-seq
  • if calendar-range is used as input to get-bars, then it has to be aligned to the calendar (so use ta.calender.* functions to generate it)