5829d6378e
- download_baseline now reads schema from universe TOML config (was hardcoded to ohlcv-1m, now supports mbp-10 and other schemas) - Add --rclone-dest flag for direct upload to MinIO after each download - Add config/universe-es-mbp10.toml: ES.FUT MBP-10, same date range - Add infra/k8s/training/download-mbp10-job.yaml: K8s Job to download ES.FUT MBP-10 data in-cluster and upload to MinIO Usage: kubectl apply -f infra/k8s/training/download-mbp10-job.yaml Prereqs: databento-credentials secret, download_baseline binary in MinIO Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
21 lines
517 B
TOML
21 lines
517 B
TOML
# ES.FUT MBP-10 (Level 2 Order Book) Data
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#
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# 10-level order book snapshots for OFI feature extraction.
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# Same date range as OHLCV baseline, ES.FUT only.
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#
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# Schema: mbp-10 via Databento (GLBX.MDP3 dataset)
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[universe]
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name = "es-mbp10"
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description = "ES.FUT MBP-10 order book data for OFI features"
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date_range_start = "2024-03-01"
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date_range_end = "2026-02-22"
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bar_size = "tick"
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databento_dataset = "GLBX.MDP3"
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databento_schema = "mbp-10"
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[[symbols]]
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symbol = "ES.FUT"
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exchange = "GLBX.MDP3"
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asset_class = "Future"
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