List of Supported Formats

  • CSV, Comma-Separated Values is a common format used in the data science community where one datum is output as one line in a file, where each field is separated by a configurable separator (usually a comma). It can be read by humans and parsed fast by machines.
  • JSON, JavaScript Object Notation is also a common structured data format popularised by Javascript. It is also readable by humans and can also be parsed fast if needed.
  • Apache Parquet is an open source, column-oriented data file format designed for efficient data storage and retrieval. It stores data in columns, in a compressed binary format. Parquet is supported by most data science packages and time-serie databases, such as DuckDB.
  • Separator selects the separator used to separate field. Possible values include:
    • comma ,
    • semicolor ;
    • tab
  • Time format selects how the timestamps (lts and rts) will be printed. You can select between the RFC3339 format (e.g. 2023-06-01T16:09:06.333215Z) or Unix variants:
    • us: Number of microsecond elapsed since Unix epoch.
    • ms: Number of milliseconds elapsed since Unix epoch.
    • sec: Number of seconds elapsed since Unix epoch.
  • Verbose: If selected, each line will include the exchange and symbol name in addition to the usual fields for the selected dataset.
  • Float format selects whether the prices are output as JSON. numbers or JSON strings.
  • Layout selects whether each line is a JSON object or a JSON array.
  • Time format: same as in CSV Parameters
  • Verbose: same as in CSV Parameters

None.