Martin
Forum Replies Created
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Hello Megan,
Thank you for getting back to me.
While the sample data schema for nbbo has no date column, the nbbo table that is provided for the exercise has one, with four distinct dates (see nbbo_table.png). If I then exclude the `date column while running aj[], the test for exercise 3.1 (whether tradeContext Has Correct Format) is failed.
After using the “where date = last date” clause, the table is as seen in the image tradeContext.png. However, the code for exercise 3.3 (creating badTrades table) still fails with the error “abort in before block due to error \”type\””. Despite the fail at 3.3, the rest of the tests are passed.
Failing code snippet:
badTrades:select from classifyTrade[tradeContext] where exQuality=0b
Have a good day.
Kind regards,
Martin
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getOptionRef should be a symbol, not a string:
refServiceHandle(`getOptionRef; uniqueOpts)
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Fixed.
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Hello Megan,
asize and bsize are the last two columns in the nbbo (new_nbbo) table (see asize_bsize.png). I remove them to create the tradeContext table, as the table shown in the markdown as a sample does not have these two columns.
Int_table is the resultant table after running the asof join on the trade and nbbo tables. It still has the asize and bsize columns (see int_table.png). I have included the metadata for the int_table (see int_table metadata.png).
Thanks,
Martin
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This reply was modified 1 month, 1 week ago by Martin.
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This reply was modified 1 month, 1 week ago by
