misc fixes

nautechsystems · Oct 27, 2023 · da88189 · da88189
1 parent fe205ef
commit da88189
Showing 1 changed file with 9 additions and 3 deletions.
diff --git a/examples/live/interactive_brokers/historic_download_ticks.py b/examples/live/interactive_brokers/historic_download_ticks.py
@@ -25,6 +25,7 @@
 from nautilus_trader.config import LoggingConfig
 from nautilus_trader.config import TradingNodeConfig
 from nautilus_trader.live.node import TradingNode
+from nautilus_trader.model.data import QuoteTick
 from nautilus_trader.model.data import TradeTick
 
 
@@ -35,11 +36,16 @@
 df = pd.DataFrame()
 
 
-# Data Handler for BarDataDownloader
+# Data Handler for TickDataDownloader
 def do_something_with_ticks(ticks: list):
     global df
-    bars_dict = [TradeTick.to_dict(tick) for tick in ticks]
-    df = pd.concat([df, pd.DataFrame(bars_dict)])
+    ticks_dict = [
+        TradeTick.to_dict(tick)
+        if tick.__class__.__name__ == "TradeTick"
+        else QuoteTick.to_dict(tick)
+        for tick in ticks
+    ]
+    df = pd.concat([df, pd.DataFrame(ticks_dict)])
     df = df.sort_values(by="ts_init")