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Stewart Douglas
8217cdb1bd
Minutely data can now be appended to bcolz files even when minutes in the same day have already been written. For example, previously attempting to write data for the minute 2016-05-11 16:30 would raise an exception if any OHLCV data for 2016-05-11 had been written to the same file. Trying to overwrite existing minutes still raises a BcolzMinuteOverlappingData exception. Note that previously all sids' bcolz files ended at the same time. This is no longer necessarily the case. The last record in each sid's bcolz file now corresponds to the latest minute for which OHLCV data is provided to the writer.