K Fundamental Capstone Project

Academy Support
,
1

https://learninghub.kx.com/forums/topic/k-fundamental-capstone-project

I am currently working through the fundamental capstone project. I have hit a bit of a hurdle towards the end of the capstone regarding the following question.
4.6 Extract the 15 minute aggregate series for each of edge, qty and numTrds usingedge15 (or otherwise) as a dictionary and store this in a variable timeSeries.
I am just struggling to grasp what is really being asked for in this question and how it is different from the original table edge15 I created.
Any clarification in terms of format or example results would be appreciated, or any other info.
2

Hello,

The edge15 table that you created earlier has 4 columns; time, edge, qty, numTrds. What this question is asking, is that you create a dictionary which takes the edge, qty, numTrds columns from the edge15 table. So your result should be a dictionary with 3 elements, with each value being the list of aggregated numbers from the edge15 table. I hope this clarification helps.

Many Thanks

Luke

3

Thanks for the explanation it was a big help, what would total traded volume equate to, my thought would be price*quantity ?

4

Hello,

I would say it is the sum of all the trades but you can try both to see which works.

Many Thanks

Luke