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’.

Collects the time-series: open, high, low, close.

Example:

from margot.data.column import cboe

open = cboe.Column(time_series='open')
close = cboe.Column(time_series='close')

Parameters

column (str) – the name of the column that will be returned

clean(df)

Additional cleaning for CBOE symbols.

fetch(symbol: str)

Fetch from remote - this could be the only service specific thing.