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Eddie Hebert
d5c3b5a15c
Implement a writer for minute data into a format comprised of multiple ctables, one for each individual asset, with a common 'index' shared by all ctables where a given a dt maps to the same array index for all equities and fields. This format is pulled from the lazy-mainline/Q2.0 branch, with some changes to the interface. Add basic retrieval of values at a given dt to reader. Not yet used by Zipline simulations, but added to support unit tests. Also, rename stubbed out us_equity_minutes to minute_bars, since the writer can be agnostic to asset type.