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Update hist_data_to_catalog.py (#7)
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Diff for: nautilus_data/hist_data_to_catalog.py

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@@ -36,7 +36,7 @@ def load_fx_hist_data(
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instrument = TestInstrumentProvider.default_fx_ccy(currency)
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wrangler = QuoteTickDataWrangler(instrument)
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df = CSVTickDataLoader.load(filename, index_col=0, format="%Y%m%d %H%M%S%f")
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df = CSVTickDataLoader.load(filename, index_col=0, datetime_format="%Y%m%d %H%M%S%f")
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df.columns = ["bid_price", "ask_price", "size"]
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print(df)
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