export
Write a channel, symbol set, and time range to a destination file, so you can save market data for offline analysis or replay.
Instructions
Write a channel, symbol set and time range out to a file.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| fmt | No | parquet | |
| dest | Yes | ||
| limit | No | ||
| end_ns | Yes | ||
| channel | Yes | ||
| symbols | Yes | ||
| start_ns | Yes | ||
| asset_class | No | Which market answers. Inferred from the symbol's source when omitted. |