Retrieving all data for a range of time
The back_to parameter is also datetime parameter, and again you can set it to a date alone ie.
'2024-07-08'
Which Liberator will interpret as midnight on that date ie..
'2024-07-08 00:00:00.000000'
Or you can set it to any time, down to the nanosecond, as displayed above.
NOTE: All Liberator times are NY Time (US ET).
REMINDER: When setting your query parameters, consider the amount of data you may be requesting and start small if you can until you get a good idea of how much data is returned for each symbol/date range combination.
DEFAULT VALUE: If you do not pass a back_to Liberator will default to None - see description below for the effect this will have on your query.
I think from the examples given you already have a good idea of how back_to works in normal usage but what happens when you DROP the back_to or set it to None?
If you DROP back_to or set it to None, liberator will attempt to give you the most recent value for your symbol set at the as_of time provided. Example…
df = liberator.get_dataframe(liberator.query( name = 'daily_bars', as_of ='2023-12-25', symbols = ['GOOG','AAPL','MSFT']))
Here we try to get the most recent daily bar data as_of Christmas Day 2023. In that case, the most recent trading day was 2023-12-22 so the dataframe returned looked something like this…
