From d7a3b2edfe6797500d549beb13c8f50bbeac0a21 Mon Sep 17 00:00:00 2001 From: rob Date: Thu, 13 Jul 2023 14:25:32 +0100 Subject: [PATCH] hope to allow delayed streaming data --- sysexecution/tick_data.py | 1 + 1 file changed, 1 insertion(+) diff --git a/sysexecution/tick_data.py b/sysexecution/tick_data.py index 8215e2be99..f5cfd1a26c 100644 --- a/sysexecution/tick_data.py +++ b/sysexecution/tick_data.py @@ -9,6 +9,7 @@ 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):