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C# SDK Getting Started

The CloudQuant Data Liberator C# SDK streams data as Arrow Record Batches, which can be converted to Microsoft DataFrames.

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Required Security Files

You need the following files from your Downloads ZIP, placed in your working directory:
  • liberator.pfx — Security certificate
  • liberator.json — Contains your Username and Token
liberator.pfx and liberator.json must be in your working directory.

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Quick Start

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Query and Iterate Record Batches

Liberator liberator;
var res = liberator.query(new Dictionary<string, dynamic>() {
    {"name", "daily_bars"},
    {"as_of", "2021-04-10"},
    {"back_to", "2021-03-10"},
    {"symbols", "ES"}
});

foreach (RecordBatch batch in res())
{
    var df = DataFrame.FromArrowRecordBatch(batch);
    Console.WriteLine(DateTime.Now.ToString("hh:mm:ss.fff") + " " + DataFrameUtils.PrettyPrint(df));
}

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Get DataFrame Directly

var res = liberator.query(new Dictionary<string, dynamic>() {
    {"name", "daily_bars"},
    {"as_of", "2021-04-10"},
    {"back_to", "2021-03-10"},
    {"symbols", "ES"}
});

var df = liberator.get_dataframe(res);
Console.WriteLine(DataFrameUtils.PrettyPrint(df));