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new scrape 1-2 weeks of data for iterator/sampling frames #47

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timothyyu opened this issue Oct 1, 2018 · 1 comment

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timothyyu commented Oct 1, 2018 •

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after scrape, then parse into snapshots of orderbook at different states

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timothyyu commented Oct 15, 2018

related to #48, #49, and #23 and #33 in implementation/data pipeline relevant

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iterator() sampling frames of data on 1-5m timeframe #48

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timothyyu self-assigned this

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new 1 hour data scrape w/ OHLC data save #38

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