Skip to content

Latest commit

 

History

History
26 lines (21 loc) · 726 Bytes

01_hist_download_data.rst

File metadata and controls

26 lines (21 loc) · 726 Bytes
Raw

HIST Download Data

The objective of this part of the code is to download the data to analyze. The data is obtained from HistData.com. The code use tick data in generic ASCII format. For the price response function analysis are used the majors foreign exchange pairs and for the spread impact analysis are used a combination of majors, crosses and exotic pairs (46 in total).

Modules

The code is divided in two parts:
  • Tools: some functions for repetitive actions.
  • Main: code to run the implementation.

Tools

.. automodule:: hist_data_tools_download
   :members:

Main

.. automodule:: hist_data_main_download
   :members: