roq-reduce

Purpose

  • Create new event-log by filtering an existing event-log.

Conda

1conda install \
2  --channel https://roq-trading.com/conda/stable \
3  roq-tools
1roq-reduce [options] \
2    event_log_file

Flags

1roq-reduce --help

--output_path

The path for the new event-log

--exchanges

List of regex patterns for exchanges to include.

--symbols

List of regex patterns for symbols to include.