Added extra fields

fagan2888 · Sep 25, 2018 · 4fb2326 · 4fb2326
1 parent 5c287a9
commit 4fb2326
Show file tree

Hide file tree

Showing 3 changed files with 890 additions and 568 deletions.
diff --git a/findatapy/conf/time_series_categories_fields.csv b/findatapy/conf/time_series_categories_fields.csv
@@ -20,18 +20,6 @@ fx-implied-vol,bloomberg,daily,10AM,close,1-Jan-09
 base-depos,bloomberg,daily,NYC,close,1-Jan-95
 base-depos,bloomberg,daily,TOK,close,1-Jan-95
 base-depos,bloomberg,daily,LDN,close,1-Jan-95
-crypto,bitcoincharts,tick,LOC,"close,volume",1-Jan-15
-crypto,poloniex,intraday,LOC,"close,high,low,open,quote-volume,volume,weighted-average",1-Jan-15
-crypto,poloniex,daily,LOC,"close,high,low,open,quote-volume,volume,weighted-average",1-Jan-15
-crypto,binance,intraday,LOC,"open,high,low,close,volume,quote-asset-volume,trade-numbers,taker-buy-base-asset-volume,taker-buy-quote-asset-volume",1-Jan-15
-crypto,binance,daily,LOC,"open,high,low,close,volume,quote-asset-volume,trade-numbers,taker-buy-base-asset-volume,taker-buy-quote-asset-volume",1-Jan-15
-crypto,bitfinex,intraday,LOC,"open,close,high,low,volume",1-Jan-15
-crypto,bitfinex,daily,LOC,"open,close,high,low,volume",1-Jan-15
-crypto,gdax,intraday,LOC,"low,high,open,close,volume",1-Jan-15
-crypto,gdax,daily,LOC,"low,high,open,close,volume",1-Jan-15
-crypto,kraken,intraday,LOC,"close,volume,buy-sell,market-limit,miscellaneous",1-Jan-15
-crypto,huobi,tick,LOC,"amount,close,count,high,low,open,volume",1-Jan-15
-crypto,huobi,daily,LOC,"amount,close,count,high,low,open,volume",1-Jan-15
 ,,,,,
 ,,,,,
 ,,,,,

diff --git a/findatapy/conf/time_series_fields_list.csv b/findatapy/conf/time_series_fields_list.csv
@@ -87,5 +87,12 @@ huobi,high,high
 huobi,low,low
 huobi,open,open
 huobi,volume,vol
-,,
-,,
+bloomberg,contract-value,CONTRACT_VALUE
+bloomberg,last-tradeable-day,LAST_TRADEABLE_DT
+bloomberg,current-futures-ticker,FUT_CUR_GEN_TICKER
+bloomberg,futures-chain-tickers,FUT_CHAIN
+bloomberg,futures-chain-last-trade-dates,FUT_CHAIN_LAST_TRADE_DATES
+bloomberg,open-interest,OPEN_INT
+bloomberg,first-notice-date,FUT_NOTICE_FIRST
+bloomberg,first-tradeable-day,FUT_FIRST_TRADE_DT
+bloomberg,cal-non-settle-dates,CALENDAR_NON_SETTLEMENT_DATES