diff --git a/config/universe-futures-baseline.toml b/config/universe-futures-baseline.toml index a1d26223e..6ff979e19 100644 --- a/config/universe-futures-baseline.toml +++ b/config/universe-futures-baseline.toml @@ -10,7 +10,7 @@ name = "futures-baseline" description = "CME futures baseline: 4 symbols, 730 days, OHLCV-1m" date_range_start = "2024-03-01" -date_range_end = "2026-02-23" +date_range_end = "2026-02-22" bar_size = "1m" databento_dataset = "GLBX.MDP3" databento_schema = "ohlcv-1m" diff --git a/ml/examples/download_baseline.rs b/ml/examples/download_baseline.rs index edb635c36..c03493896 100644 --- a/ml/examples/download_baseline.rs +++ b/ml/examples/download_baseline.rs @@ -22,7 +22,7 @@ use clap::Parser; use databento::historical::timeseries::GetRangeToFileParams; use databento::historical::DateTimeRange; use databento::HistoricalClient; -use dbn::Schema; +use dbn::{Schema, SType}; use serde::Deserialize; use std::env; use std::fs; @@ -210,6 +210,7 @@ async fn download_quarter( .dataset(dataset.to_string()) .symbols(vec![symbol.to_string()]) .schema(Schema::Ohlcv1M) + .stype_in(SType::Parent) .date_time_range(dt_range) .path(file_path.clone()) .build();