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Feature: download specification (#4)
* feat: download specification * refactor: json space format * remove: not supported security type in config
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thetadata.json

Lines changed: 25 additions & 2 deletions
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@@ -9,7 +9,30 @@
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"Live Trading": [0, 1, 1]
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}
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],
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"data-supported": ["Equity", "Equity Options", "Index", "Index Options"],
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"data-supported": ["Equity Options", "Index Options"],
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"documentation": "/docs/v2/lean-cli/datasets/thetadata",
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"more-information": "https://www.thetadata.net/"
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"more-information": "https://www.thetadata.net/",
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"module-specification": {
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"download": {
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"data-types": [
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"OpenInterest",
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"Trade",
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"Quote"
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],
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"resolutions": [
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"Tick",
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"Second",
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"Minute",
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"Hour",
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"Daily"
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],
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"security-types": [
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"Option",
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"IndexOption"
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],
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"markets": [
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"USA"
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]
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}
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}
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}

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