Hi all,
I am a newbie to algo development and want to figure out the streaming data feature.
I see in the sample code there are many functions take variables conn
, channel
and bar
are arguments. For example, async def on_minute(conn, channel, bar)
.
I see conn
is defined as conn = StreamConn()
. But I don’t see anywhere in the code where channel
and bar
are defined.
Are T.* Trades
, Q.* Quotes
, A.* Aggregate ( per second )
, AM.* Aggregate ( per minute )
channels?
How about bar
? Are those just OHLC data?
Thank you.