This is a summary of links featured on Quantocracy on Wednesday, 01/06/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
Exporting Zorro Data to CSV [Robot Wealth]Earlier versions of Zorro used to ship with a script for converting market data in Zorro binary format to CSV. That script seems to have disappeared with the recent versions of Zorro, so I thought Id post it here. When you run this script by selecting it and pressing [Test] on the Zorro interface, you are asked to select a Zorro market data file to convert to CSV format. Zorro then does the