Is it possible to specify the columns I want to retreive for each event_type
?
For example, event_type
= TRADE
returns [Open
, High
, Low
, Close
, Volume
, numEvents
] but I just want to see [Volume
].
I am pulling 30days of 1 minute interval data for 30 tickers, so including these extra columns is slowing down the query.
end = datetime.datetime.now()
delta = end - BDay(30)
start = delta.replace(hour=0, minute=0, second=0)
interval = 1
cl1 = con.bdib('CL1 Comdty', start_datetime=start,
end_datetime=end, event_type='TRADE', interval=interval)
Is there anyway to add a fields
parameter such as fields = 'Volume'
?