collect
Subscribe to live market venues and write every record to the local Parquet lake, enabling deterministic data replay for crypto and US equities.
Instructions
Subscribe to live venues and write every record into the lake.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| sources | Yes | ||
| symbols | Yes | ||
| channels | Yes | ||
| asset_class | No | Which market answers. Inferred from the symbol's source when omitted. | |
| max_reconnects | No | ||
| dlq_report_path | No | ||
| duration_seconds | No |