Recent content by CSData

The data is coming directly from the exchange websocket connection. Because we are collecting data from multiple exchanges the symbols, timestamps etc. are different. To make a normalised data feed, we need to sanitize and make it in the common format. Also, sometime connection breaks randomly...

I'm fairly new to the trading scene, started in 2019 with TA and this year got more into more quant based strategies. So my problem is that my models are constantly getting issues because of timestamps not being synchronized (can't interlink data sets) or because the data set has gaps. I've...