From 876961690cbb4a834769ff26073192563fb40537 Mon Sep 17 00:00:00 2001 From: Jhonathan Abreu Date: Wed, 3 Apr 2024 10:55:54 -0400 Subject: [PATCH] feat: quote data support in data processort --- DataProcessing/FactSetDataProcessor.cs | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/DataProcessing/FactSetDataProcessor.cs b/DataProcessing/FactSetDataProcessor.cs index d46d50e..1890214 100644 --- a/DataProcessing/FactSetDataProcessor.cs +++ b/DataProcessing/FactSetDataProcessor.cs @@ -97,7 +97,7 @@ public bool Run() Log.Trace($"FactSetDataProcessor.Run(): Found {options.Count} options."); Log.Trace($"FactSetDataProcessor.Run(): Start downloading/processing {symbolsStr} {_resolution} data."); - var tickTypes = new[] { TickType.Trade, TickType.OpenInterest }; + var tickTypes = new[] { TickType.Trade, TickType.Quote, TickType.OpenInterest }; var source = options.Select(option => tickTypes.Select(tickType => (option, tickType))).SelectMany(x => x); var result = Parallel.ForEach(source, new ParallelOptions() { MaxDegreeOfParallelism = 10 }, (t, loopState) =>