roq-reduce#
Purpose#
Create new event-log by filtering an existing event-log.
Conda#
$ mamba install \
--channel https://roq-trading.com/conda/stable \
roq-tools
$ roq-reduce [options] \
event_log_file
Flags#
$ roq-reduce --help
|
The path for the new event-log |
|
List of regex patterns for exchanges to include. |
|
List of regex patterns for symbols to include. |
|
Include top of book? (default: true) |
|
Include market by price? (default: true) |
|
Include market by order? (default: true) |
|
Include trade summary? (default: true) |
|
Include statistics? (default: true) |
Example#
$ roq-reduce \
--symbols "^BTC-USD[T]?$" \
--output_path smaller-event-log.roq \
~/var/lib/roq/data/coinbase-pro-public.roq