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License: GNU General Public License v3.0
BitMEX bundle for Zipline
License: GNU General Public License v3.0
Thank you for making this data bundle. I installed/ingested it following the three steps, but it seems that the symbols XBTUSD and XBTU17 cannot be found. Could you advise on how this bundle should be used, as I'm new to zipline?
I ran a very simple example zipline run -f test.py --start 2017-08-02 --end 2017-08-04 -o out.pickle -b bitmex
from the command line. The content of test.py
is the following.
from zipline.api import order, record, symbol, sid
def initialize(context):
pass
def handle_data(context, data):
order(symbol('XBTUSD'), 1)
The error is zipline.errors.SymbolNotFound: Symbol 'XBTUSD' was not found.
I tried other symbols such as XBT and BTC, but it still didn't work.
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