 Avraham Sakal
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cec0171efa
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dockerize ingestion script, with build/deploy script
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1 year ago |
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Avraham Sakal
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77f3033a76
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add ingest-option-aggregates script
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1 year ago |
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Avraham Sakal
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ac3a6e03ff
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rename options contracts table
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1 year ago |
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Avraham Sakal
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795a903eba
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use pnpm, clickhouse; ingest scripts
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1 year ago |
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Avraham Sakal
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1dc049c7ee
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begin ingest options from polygon
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1 year ago |
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Avraham Sakal
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f67c092ed2
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ingest stocks from polygon
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1 year ago |
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Avraham Sakal
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12d6bec403
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add underlying quote by date
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2 years ago |
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Avraham Sakal
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64321bbff6
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Add "calendar prices" endpoint
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2 years ago |
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Avraham Sakal
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1dc5b11f03
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Enable `ingest.ts` to import `db.ts` in REPL
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2 years ago |
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Avraham Sakal
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e94f0fadaf
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Add sample query to scratch.sql
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2 years ago |
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Avraham Sakal
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e0e7182ac5
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add prices-over-time endpoint
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2 years ago |
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Avraham Sakal
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339e7aaabf
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add "underlyings" materialized view
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2 years ago |
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Avraham Sakal
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9bc54ea24f
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add psql.sh script
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2 years ago |
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Avraham Sakal
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29015e5a0b
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add `expirations` endpoint
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2 years ago |
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Avraham Sakal
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8b4a5ec91b
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handle cors
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2 years ago |
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Avraham Sakal
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ae09a60637
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add basic endpoints
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2 years ago |
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Avraham Sakal
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daf40e0f8e
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fix: ingest: await create index
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2 years ago |
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Avraham Sakal
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a0e3df17c9
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start fastify
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2 years ago |
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Avraham Sakal
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f7a35a1bde
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ingest script
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2 years ago |
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Avraham Sakal
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b496a35a27
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begin move to postgres
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2 years ago |
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Avraham Sakal
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d6445cd239
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use node, esbuild, lowdb, csv-parse
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2 years ago |
Brian Sakal
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64fb6cfaf3
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begin "scratch.sql"
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2 years ago |
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Brian Sakal
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d519084df9
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ingest script
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2 years ago |
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Brian Sakal
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c428dfec43
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use duckdb, nodejs
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2 years ago |
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Brian Sakal
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3b0ff3d950
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tuples as keys; get underlyings list
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2 years ago |
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Brian Sakal
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34ff197320
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ingests to lmdb
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2 years ago |
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Brian Sakal
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b5d6662b66
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initial commit; reads 20 rows
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2 years ago |