margot.data.column.cboe¶
-
class
margot.data.column.cboe.Column(time_series: str, *args, **kwargs)¶ A single OHLC timeiseries from CBOE.
Currently supports the symbols, ‘VIX’ and ‘VIX3M’.
Example
= cboe.Column(time_series=’close’)
- Parameters
column (str) – the name of the column that will be returned
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clean(df)¶ Additional cleaning for CBOE symbols.
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fetch(symbol: str)¶ Fetch from remote - this could be the only service specific thing.