cb8afe3caf
Replace hardcoded K8s Job with reusable Argo WorkflowTemplate (databento-download) parameterized by schema, output-dir, parallel, and node-pool. Add argo-download.sh CLI wrapper matching the argo-train.sh pattern. Remove old streaming job file. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
21 lines
523 B
TOML
21 lines
523 B
TOML
# ES.FUT Trades Data
|
|
#
|
|
# Individual trade executions for VPIN, Kyle's Lambda, and trade imbalance.
|
|
# Same date range as MBP-10/OHLCV baseline, ES.FUT only.
|
|
#
|
|
# Schema: trades via Databento (GLBX.MDP3 dataset)
|
|
|
|
[universe]
|
|
name = "es-trades"
|
|
description = "ES.FUT trade data for VPIN/Kyle's Lambda features"
|
|
date_range_start = "2024-03-01"
|
|
date_range_end = "2026-02-22"
|
|
bar_size = "tick"
|
|
databento_dataset = "GLBX.MDP3"
|
|
databento_schema = "trades"
|
|
|
|
[[symbols]]
|
|
symbol = "ES.FUT"
|
|
exchange = "GLBX.MDP3"
|
|
asset_class = "Future"
|