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InstrumentProfile


dataclass backtide.data.InstrumentProfile

A wrapper around an instrument with additional metadata.

Provides the information required to download an instrument, including the download period and required currency conversions to reach the base_currency.

Attributes

instrument : Instrument

Instrument for which to provide the metadata.

earliest_ts : dict[Interval, int]
Per interval, the earliest timestamp for which there is data (in UNIX seconds).

latest_ts : dict[Interval, int]
Per interval, the most recent timestamp for which there is data (in UNIX seconds).

legs : list[str]
Symbols of the currency pairs required to convert from this instrument to the base_currency.


See Also

Bar

A single OHLCV candle for one symbol at one interval.

Instrument

A tradeable financial instrument.

Interval

The time resolution of a single Bar.