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sample data adjustement for ticks
1 parent c2025a7 commit a32e618

35 files changed

+58
-58
lines changed

csharp/3-Market data/Tick/[Tick] top_of_book.ipynb

Lines changed: 1 addition & 1 deletion
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@@ -159,7 +159,7 @@
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"outputs": [],
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"source": [
161161
"var ticker = \"AAPL\";\n",
162-
"var exchange = \"729\" /* ICE: BATS US */;"
162+
"var exchange = \"729\" /* ICE: 'BATS' (Cboe BZX Level 1 (Formerly: BATS US)) */;"
163163
]
164164
},
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{

csharp/3-Market data/Tick/[Tick] topofbook_and_trades.ipynb

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@@ -158,7 +158,7 @@
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"outputs": [],
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"source": [
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"var ticker = \"AAPL\";\n",
161-
"var exchange = \"729\" /* ICE: BATS US */;"
161+
"var exchange = \"729\" /* ICE: 'BATS' (Cboe BZX Level 1 (Formerly: BATS US)) */;"
162162
]
163163
},
164164
{

csharp/3-Market data/Tick/[Tick] trades.ipynb

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -158,7 +158,7 @@
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"outputs": [],
159159
"source": [
160160
"var ticker = \"AAPL\";\n",
161-
"var exchange = \"729\" /* ICE: BATS US */;"
161+
"var exchange = \"729\" /* ICE: 'BATS' (Cboe BZX Level 1 (Formerly: BATS US)) */;"
162162
]
163163
},
164164
{

csharp/3-Market data/Tick/[Tick] trades_and_immediately_preceding_bbo.ipynb

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -144,7 +144,7 @@
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"outputs": [],
145145
"source": [
146146
"var ticker = \"AAPL\";\n",
147-
"var exchange = \"729\" /* ICE: BATS US */;"
147+
"var exchange = \"729\" /* ICE: 'BATS' (Cboe BZX Level 1 (Formerly: BATS US)) */;"
148148
]
149149
},
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{
@@ -168,8 +168,8 @@
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"outputs": [],
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"source": [
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"// Create time intervals\n",
171-
"var start = new System.DateTime(2024, 01, 14);\n",
172-
"var end = new System.DateTime(2024, 01, 14);\n",
171+
"var start = new System.DateTime(2024, 01, 05);\n",
172+
"var end = new System.DateTime(2024, 01, 05);\n",
173173
"var dateIntervals = new DateInterval()\n",
174174
"{\n",
175175
" StartDate = new Date { Year = start.Year, Month = start.Month, Day = start.Day },\n",

csharp/4-Analytics/Tick/[Tick] bars.ipynb

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -158,7 +158,7 @@
158158
"outputs": [],
159159
"source": [
160160
"var ticker = \"AAPL\";\n",
161-
"var exchange = \"729\" /* ICE: BATS US */;"
161+
"var exchange = \"729\" /* ICE: 'BATS' (Cboe BZX Level 1 (Formerly: BATS US)) */;"
162162
]
163163
},
164164
{

csharp/4-Analytics/Tick/[Tick] bollinger_bands.ipynb

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Original file line numberDiff line numberDiff line change
@@ -168,7 +168,7 @@
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"outputs": [],
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"source": [
170170
"var ticker = \"AAPL\";\n",
171-
"var exchange = \"564\" /* ICE: XGNS (Nasdaq composite) */;"
171+
"var exchange = \"564\" /* ICE: 'XGNS' (Nasdaq composite) */;"
172172
]
173173
},
174174
{

csharp/4-Analytics/Tick/[Tick] cma.ipynb

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -173,7 +173,7 @@
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"outputs": [],
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"source": [
175175
"var ticker = \"AAPL\";\n",
176-
"var exchange = \"729\" /* ICE: BATS US */;"
176+
"var exchange = \"729\" /* ICE: 'BATS' (Cboe BZX Level 1 (Formerly: BATS US)) */;"
177177
]
178178
},
179179
{
@@ -228,8 +228,8 @@
228228
"source": [
229229
"var dateIntervals = new DateInterval\n",
230230
"{\n",
231-
" StartDate = new Date { Year = 2024, Month = 02, Day = 18 },\n",
232-
" EndDate = new Date { Year = 2024, Month = 02, Day = 18 }\n",
231+
" StartDate = new Date { Year = 2024, Month = 01, Day = 18 },\n",
232+
" EndDate = new Date { Year = 2024, Month = 01, Day = 18 }\n",
233233
"};\n",
234234
"\n",
235235
"var timeInterval = new TimeInterval\n",

csharp/4-Analytics/Tick/[Tick] ema.ipynb

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@@ -181,7 +181,7 @@
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"outputs": [],
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"source": [
183183
"var ticker = \"AAPL\";\n",
184-
"var exchange = \"729\" /* ICE: BATS US */;"
184+
"var exchange = \"729\" /* ICE: 'BATS' (Cboe BZX Level 1 (Formerly: BATS US)) */;"
185185
]
186186
},
187187
{
@@ -237,8 +237,8 @@
237237
"var today = System.DateTime.Today;\n",
238238
"var dateIntervals = new DateInterval\n",
239239
"{\n",
240-
" StartDate = new Date { Year = 2024, Month = 02, Day = 18 },\n",
241-
" EndDate = new Date { Year = 2024, Month = 02, Day = 18 }\n",
240+
" StartDate = new Date { Year = 2024, Month = 01, Day = 18 },\n",
241+
" EndDate = new Date { Year = 2024, Month = 01, Day = 18 }\n",
242242
"};\n",
243243
"\n",
244244
"var timeInterval = new TimeInterval\n",

csharp/4-Analytics/Tick/[Tick] execution_ratio.ipynb

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -159,7 +159,7 @@
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"outputs": [],
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"source": [
161161
"var ticker = \"AAPL\";\n",
162-
"var exchange = \"729\" /* ICE: BATS US */;"
162+
"var exchange = \"729\" /* ICE: 'BATS' (Cboe BZX Level 1 (Formerly: BATS US)) */;"
163163
]
164164
},
165165
{

csharp/4-Analytics/Tick/[Tick] market_activity.ipynb

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@@ -163,7 +163,7 @@
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"outputs": [],
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"source": [
165165
"var ticker = \"AAPL\";\n",
166-
"var exchange = \"729\" /* ICE: BATS US */;"
166+
"var exchange = \"729\" /* ICE: 'BATS' (Cboe BZX Level 1 (Formerly: BATS US)) */;"
167167
]
168168
},
169169
{

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