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Published 20 hours ago • verified publisher icon alpacahq

IEX plugin improvements

Open itsankoff opened this issue 6 years ago • 4 comments

The PR includes 2 small changes:

  1. Put IEX plugin configuration in actual use
  2. Implement simple filtering of IEX supported symbols to reduce the amount of gathered data. The current implementation show an example with symbols within SPY

itsankoff avatar Dec 18 '18 14:12 itsankoff

Thanks for the interesting patch. I think there are use cases for this. But I don't think hard-coded list of symbol is suitable as a general purpose. Why don't you make it fully configurable to specify which symbols to filter?

umitanuki avatar Dec 19 '18 08:12 umitanuki

Sure, I will push the update soon

itsankoff avatar Dec 19 '18 11:12 itsankoff

Actually, now I am thinking that you can kind of filtering the symbols if you specify them in the configuration of the iex plugin. But if you want to gather a specific set of symbols the configuration file can grow and become hard to manage.How about implementing filters for NASDAQ sectors: Aerospace, Auto-Tires-Trucks, Basic Materials, Business Services, Conglomerates, Computers and Technology, Consumer Discretionary, Consumer Staples, Construction, Finance, Industrial Products, Medical, Oils-Energy, Retail-Wholesale, Transportation, Utilities?

itsankoff avatar Dec 19 '18 11:12 itsankoff

I agree it's better to specify high-level query term to make it dynamic set of symbols.

umitanuki avatar Mar 04 '19 07:03 umitanuki