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  • 044bcb5198 Minor fix in symbols and sid cache cleanup Jhonathan Abreu 2024-09-04 09:59:37 -04:00
  • 3b588d04fb Adds Overload to AddIndexOption (#8291) Alexandre Catarino 2024-09-04 14:30:05 +01:00
  • e81bcbb987 Improve PythonIndicator.IsReady implementation (#8287) Ricardo Andrés Marino Rojas 2024-09-04 08:07:13 -05:00
  • 96e91b446d Fix: #8226, update spdb binance/binanceus (#8293) Roman Yavnikov 2024-09-04 16:05:07 +03:00
  • a5532fb761 Limit Symbols and SIDs cache size to help with memory usage Jhonathan Abreu 2024-09-03 18:49:27 -04:00
  • 403f0348bd Update Bybit SPDB (#8294) Ricardo Andrés Marino Rojas 2024-09-03 15:55:12 -05:00
  • 637d89980a Minor performance improvements reduce garbage 16609 Martin Molinero 2024-09-03 17:47:10 -03:00
  • cf4d97f20e Empty-Commit 16607 16606 Jhonathan Abreu 2024-09-03 12:27:00 -04:00
  • 6df6ca2f55 Address peer review Jhonathan Abreu 2024-08-30 17:39:23 -04:00
  • ae037ca997 Return actual underlying symbol when mapping decomposing ICO ticker Jhonathan Abreu 2024-08-30 10:35:25 -04:00
  • 3e454cf927 Abstract symbols cache to BaseDataCollection Jhonathan Abreu 2024-08-29 13:12:27 -04:00
  • e5462a4af1 Use cached underlying SID when parsing from string Jhonathan Abreu 2024-08-29 12:10:53 -04:00
  • 0aef8e7327 Fix index option creation in OptionUniverse Jhonathan Abreu 2024-08-29 11:20:08 -04:00
  • 1442575ed9 Cleanup Jhonathan Abreu 2024-08-29 10:12:58 -04:00
  • 58803a1c95 Cache symbols in OptionUniverse Jhonathan Abreu 2024-08-28 18:47:40 -04:00
  • eeeb310438 Update minimum price variation of some entries of CME futures in SPDB (#8288) 16605 16603 16597 Ricardo Andrés Marino Rojas 2024-08-28 17:59:40 -05:00
  • bc40751d25 Minor changes and test fixes Jhonathan Abreu 2024-08-28 12:18:52 -04:00
  • 7e389200ec Minor build fix Jhonathan Abreu 2024-08-28 11:02:07 -04:00
  • d5c4787ade Memory usage improvements 16594 Jhonathan Abreu 2024-08-28 10:28:21 -04:00
  • 271f0bb08e Update readme.md (#8286) 16593 16592 16591 16590 oussamanahdi 2024-08-26 23:11:04 +01:00
  • c863347cd9 Address peer review Jhonathan Abreu 2024-08-26 12:46:43 -04:00
  • 17e15d9045 Minor change Jhonathan Abreu 2024-08-21 17:27:44 -04:00
  • 3394b5dc52 Update index options regression algorithms stats Jhonathan Abreu 2024-08-21 17:19:00 -04:00
  • 83d58735b1 Keep underlying when aggregating collections in BaseDataCollectionAggregatorEnumerator Jhonathan Abreu 2024-08-21 17:16:16 -04:00
  • 1cb6dacb12 Fix for live trading options universe selection Jhonathan Abreu 2024-08-21 16:43:14 -04:00
  • 9f9c34d6f8 Minor change Jhonathan Abreu 2024-08-20 17:46:29 -04:00
  • 92ace199ab Minor change Jhonathan Abreu 2024-08-20 17:33:17 -04:00
  • d1d95396df Fix: set data time zone to same as exchange tz for options universes Jhonathan Abreu 2024-08-19 13:40:15 -04:00
  • 3b07ba1e2d Minor regression tests updates after rebase Jhonathan Abreu 2024-08-19 11:31:55 -04:00
  • 840010913c Self review and cleanup Jhonathan Abreu 2024-08-16 17:29:26 -04:00
  • 45baf9fc23 Add universe files Jhonathan Abreu 2024-08-14 15:35:33 -04:00
  • b650028d6a Regression tests updates after rebasing from master Jhonathan Abreu 2024-08-14 15:33:54 -04:00
  • 9a8d9fd1fb Some regression algorithms and unit tests cleanup Jhonathan Abreu 2024-08-12 11:00:52 -04:00
  • d9a839838a Cleanup Jhonathan Abreu 2024-08-09 16:07:02 -04:00
  • 0308be59b8 Implied volatility calculation improvements Jhonathan Abreu 2024-08-09 15:25:21 -04:00
  • b3b4cc370c Use double in price option numerical models Jhonathan Abreu 2024-08-09 12:09:01 -04:00
  • 59c34bea5b Add helper method con calculate time till expiration Jhonathan Abreu 2024-08-08 18:21:42 -04:00
  • 176b3220e9 [TEST] Jhonathan Abreu 2024-08-01 19:29:35 -04:00
  • 758db15bf4 Update default dividend yield provider depending on option type Jhonathan Abreu 2024-08-01 12:48:06 -04:00
  • 8b8f2cf208 Revert array pool change for option pricing numerical models Jhonathan Abreu 2024-08-01 10:28:47 -04:00
  • 8e001bd52b Greeks numerical models performance improvements Jhonathan Abreu 2024-07-31 18:11:35 -04:00
  • 425d1755a3 Greeks numerical models performance improvements Jhonathan Abreu 2024-07-31 16:47:15 -04:00
  • d949b7d23f Minor tests updates Jhonathan Abreu 2024-07-30 16:14:19 -04:00
  • c949ac963d Minor performance improvement. Jhonathan Abreu 2024-07-30 12:18:16 -04:00
  • 29bb2295c0 Add more assertions to new options filter api regression algorithms Jhonathan Abreu 2024-07-24 18:39:58 -04:00
  • fef0481ad2 Address peer review Jhonathan Abreu 2024-07-23 17:39:01 -04:00
  • fb37aa3eee Address peer review Jhonathan Abreu 2024-07-23 13:51:39 -04:00
  • 051e98b691 Added options greeks data and updated regression algorithms Jhonathan Abreu 2024-07-18 14:01:26 -04:00
  • 3bb3c15b7f Add regression algorithms for new options filter universe api methods Jhonathan Abreu 2024-07-17 18:20:33 -04:00
  • 8bdf6c0e29 Add OptionUniverse history regression algorithms Jhonathan Abreu 2024-07-17 15:28:01 -04:00
  • 532f7bf32a Option filter universe api updates Jhonathan Abreu 2024-07-17 15:06:01 -04:00
  • 69c5bd1d60 Update options filter universe API to use OptionUniverse data Jhonathan Abreu 2024-07-17 10:09:05 -04:00
  • a0bbbdef61 Minor change Jhonathan Abreu 2024-07-16 13:09:28 -04:00
  • 51a55551ae Fix thread-safety violation in Slice class Jhonathan Abreu 2024-07-16 10:37:50 -04:00
  • 772f8afb7f Added processed data provider Jhonathan Abreu 2024-07-15 10:44:02 -04:00
  • 58de70995d Minor changes Jhonathan Abreu 2024-07-12 18:28:23 -04:00
  • 34831c3353 Option chain handling in live trading data feed Jhonathan Abreu 2024-07-12 18:16:21 -04:00
  • a4fa181d23 Minor changes Jhonathan Abreu 2024-07-11 18:37:27 -04:00
  • c0cf7b919f Unit test fixes Jhonathan Abreu 2024-07-11 18:20:11 -04:00
  • 3c6101dcd5 Data fixes and regression algos stats update Jhonathan Abreu 2024-07-11 16:56:22 -04:00
  • 811a03fcfb Update regression algorithms stats Jhonathan Abreu 2024-07-09 19:11:45 -04:00
  • 9b1872f10a Update regression algorithms stats Jhonathan Abreu 2024-07-09 18:25:40 -04:00
  • 114c858c7e Added option universe csv header property Jhonathan Abreu 2024-07-09 15:30:43 -04:00
  • a2b05f6bc3 Round option indicators values Jhonathan Abreu 2024-07-09 14:06:04 -04:00
  • 88f04e4da6 Fix option chain provider history request Jhonathan Abreu 2024-07-09 12:00:21 -04:00
  • ec70efe915 Update regression algorithms stats and minor fixes Jhonathan Abreu 2024-07-09 10:30:25 -04:00
  • 96d86a3c63 Update regression algorithm stats Jhonathan Abreu 2024-07-08 16:29:03 -04:00
  • 3251da986e Peer recommended changes and fixes Jhonathan Abreu 2024-07-08 10:31:17 -04:00
  • 859a21607b Minor changes Jhonathan Abreu 2024-06-28 18:38:10 -04:00
  • f889f8a7c7 Minor changes Jhonathan Abreu 2024-06-28 13:11:19 -04:00
  • d1e5e28832 Fix universe selection subscriptions start time to not include extended market hours Jhonathan Abreu 2024-06-28 12:49:52 -04:00
  • 448e69e8a5 Fix symbols parsing in OptionUniverse Jhonathan Abreu 2024-06-28 10:58:22 -04:00
  • af6d45a5e0 Address peer review Jhonathan Abreu 2024-06-27 10:57:52 -04:00
  • ad0b85ab3f Address peer review Jhonathan Abreu 2024-06-27 10:20:02 -04:00
  • 7f20ba249b Allow canonical option history requests Jhonathan Abreu 2024-06-24 17:24:09 -04:00
  • 5604ab066c Option chain provider with new options universe Jhonathan Abreu 2024-06-19 09:04:34 -04:00
  • 253c322066 Updated options regression algorithms stats for new universe data Jhonathan Abreu 2024-06-18 09:06:57 -04:00
  • 056f1ec572 Updated options regression algorithms stats for new universe data Jhonathan Abreu 2024-06-17 14:03:37 -04:00
  • e56f1ea82d Updated options regression algorithms stats for new universe data Jhonathan Abreu 2024-06-17 12:14:26 -04:00
  • dafb81cf2a Updated options regression algorithms stats for new universe data Jhonathan Abreu 2024-06-14 17:54:40 -04:00
  • 4d0c284df3 Updated options regression algorithms stats for new universe data Jhonathan Abreu 2024-06-14 09:44:52 -04:00
  • 12f16da756 File based options universe fixes and improvements. Jhonathan Abreu 2024-06-13 18:45:03 -04:00
  • 3ab16e127e Address peer review Jhonathan Abreu 2024-06-11 10:56:09 -04:00
  • 33e6962073 Options universe improvements Jhonathan Abreu 2024-06-11 09:38:06 -04:00
  • 4144c09286 Initial options universe with greeks implementation Jhonathan Abreu 2024-06-04 17:13:20 -04:00
  • 3a09c70851 Fix warm up indicator bugs (#8279) 16589 Ricardo Andrés Marino Rojas 2024-08-26 08:20:40 -05:00
  • f31251732e Fix: Coinbase MinimumOrderSize tests based on new SPDB data (#8276) 16587 Roman Yavnikov 2024-08-23 17:47:45 +03:00
  • 9baacdbdd6 feat: Coinbase SPDB update (#8273) Roman Yavnikov 2024-08-22 23:42:58 +03:00
  • 363d469d6a Minor indicator history fix (#8270) 16586 Martin-Molinero 2024-08-22 16:48:26 -03:00
  • c186addf94 Add missing price magnifier in SPDB (#8271) Ricardo Andrés Marino Rojas 2024-08-22 14:44:26 -05:00
  • 17049dcd56 Fix null exception thrown in SubscriptionManager.ScanPastConsolidators (#8267) 16585 16584 Ricardo Andrés Marino Rojas 2024-08-22 07:55:41 -05:00
  • 201aa70c87 Minor change 16583 Jhonathan Abreu 2024-08-21 17:27:44 -04:00
  • 8633714bd0 Update index options regression algorithms stats Jhonathan Abreu 2024-08-21 17:19:00 -04:00
  • baaef45704 Keep underlying when aggregating collections in BaseDataCollectionAggregatorEnumerator Jhonathan Abreu 2024-08-21 17:16:16 -04:00
  • a229df86b7 Fix for live trading options universe selection Jhonathan Abreu 2024-08-21 16:43:14 -04:00
  • 385330a476 Minor change 16581 Jhonathan Abreu 2024-08-20 17:46:29 -04:00
  • 6d272c3481 Minor change Jhonathan Abreu 2024-08-20 17:33:17 -04:00
  • 25a49f48f5 Fix: set data time zone to same as exchange tz for options universes Jhonathan Abreu 2024-08-19 13:40:15 -04:00
  • d88387ac67 Extend Python wrappers error messages (#8257) 16582 16580 Jhonathan Abreu 2024-08-19 14:27:32 -04:00
  • 74c3501ed3 Fix bug for history requests with custom symbols (#8262) Ricardo Andrés Marino Rojas 2024-08-19 13:26:42 -05:00