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Releases: KxSystems/taq

1.3.0

19 May 14:59

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  • New function parseToTP (and script/sort.sh) to publish data to TP as if data arrived from the exchange.

1.2.0

17 May 15:42

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  • getCSVs.sh improvements:
    • disk-efficient (in-place) file manipulation.
    • master and trade file filtering based on the first letter
  • NUC: more flexible parseToMemory:
    • sorting column is now configurable via sortcols: parameter sortbytime is replaced by parameter sortcols
    • attribute on sym is now configurable via symattr: parameter grouped is replaced by parameter symattr

1.1.0

19 Mar 14:34

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  • New function (parseToMemory) to parse data into memory.
  • New parseToDisk option linked to create linked columns to master.
  • NUC: Values of exnames are now strings instead of symbols.
  • NUC: compparam requires table-specific compression parameters.

1.0.1

12 Mar 17:01

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  • Quote column name fix: Bsize -> bsize.
  • Improved input parameter validation.
  • Documentation fixes.

1.0.0

02 Mar 13:57

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The Taq module is designed for benchmarking and is based on the KX Taq scripts. Key differences compared to taq.k include:

  • Rewritten code from k to q.
  • Destination directory is now configurable.
  • Added support for compression.
  • Introduced a new parameter to filter by the first letter of the Symbol.
  • Enhanced error handling.
  • Improved code quality.
  • Added an option to drop test symbols.
  • Columns are written in parallel for better performance.
  • Batch processing support for a smaller memory footprint.
  • Function documentation now uses qdoc syntax.