contango.stream.historical_market_events
contango.stream.historical_market_events
HistoricalMarketEvents
HistoricalMarketEvents(window: int)
Bases: HistoricalStream[MarketDataEvent]
A historical stream of market data events.
Initializes HistoricalMarketEvents.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
window
|
int
|
The maximum amount of lookback for the history of the stream. |
required |
Source code in src\contango\stream\historical_market_events.py
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