fix: that's why Date for `ts` failed

4 months ago · 3f85e1cb6e
parent 764e5aeba6
commit 3f85e1cb6e
2 changed files with 2 additions and 3 deletions
--- a/clickhouse.ts
+++ b/clickhouse.ts
@ -15,6 +15,7 @@ export const client = createClient({
    async_insert: 1,
    output_format_json_quote_64bit_integers: 0,
    output_format_json_quote_64bit_floats: 0,
+    date_time_input_format: "best_effort",
  },
 });

--- a/ingest-option-quotes.ts
+++ b/ingest-option-quotes.ts
@ -69,9 +69,7 @@ for (const date of dateRange("2024-05-02", "2024-05-03")) {
                    symbol: contract.underlying_ticker,
                    expiration_date: contract.expiration_date,
                    strike: contract.strike_price,
-                    ts: new Date(
-                      Math.floor(sip_timestamp / 1000)
-                    ).toISOString(),
+                    ts: new Date(Math.floor(sip_timestamp / 1000)),
                    bid: bid_price,
                    ask: ask_price,
                  })