diff --git a/clickhouse.ts b/clickhouse.ts index 158e437..bbfd30e 100644 --- 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", }, }); diff --git a/ingest-option-quotes.ts b/ingest-option-quotes.ts index 01d1e8e..29e8ed1 100644 --- 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, })