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I'm going to work up a PR for getQuote functionality for tiingo. I have a simple version working already, but there are a few design decisions i'd like some feedback on first:
tiingo returns 17 columns that are documented at https://api.tiingo.com/docs/iex/realtime#realtimeData . This raises the following questions:
LastsaleTimeStampbe changed toTrade Timeand first letter of column names be upper cased to make is more of a direct substitute for the yahoo and av versions? my vote on this would be yes to case changes and no on column names changes, but to add aTrade Timethat is a copy ofLastsaleTimeStampwhatfunctionality from yahoo version be supported? my vote if to return all 17 as its not overly burdensome and has no impact on performance. I will reorder the columns to put OHLCV first.