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hope to allow delayed streaming data
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rob committed Jul 13, 2023
1 parent 23ce0dd commit d7a3b2e
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1 change: 1 addition & 0 deletions sysexecution/tick_data.py
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from syscore.constants import arg_not_supplied

TICK_REQUIRED_COLUMNS = ["bid_price", "ask_price", "bid_size", "ask_size"]
TICK_REQUIRED_COLUMNS.sort()


class dataFrameOfRecentTicks(pd.DataFrame):
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