Hi All,
Has any one worked with reference data(symbology mapping, symbol continuity, applying corporate action etc) along with KDB stored tick dbs?
Does kdb has some features to support it?
–
Thanks,
Vishal
Hi All,
Has any one worked with reference data(symbology mapping, symbol continuity, applying corporate action etc) along with KDB stored tick dbs?
Does kdb has some features to support it?
–
Thanks,
Vishal
Here’s a start : http://code.kx.com/wiki/Cookbook/CorporateActions
Thanks Connor.
Is there anything on symbol continuity and symbology mapping?
this is a little terse for those new to kdb+
but it demonstrates some principles. Some comments at the bottom of the file.