Add checking header in a Binance trade file #27.

nkaz001 · Mar 8, 2024 · a4eefb3 · a4eefb3
1 parent 6350b7a
commit a4eefb3
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/hftbacktest/data/utils/binancehistmktdata.py b/hftbacktest/data/utils/binancehistmktdata.py
@@ -149,6 +149,9 @@ def convert(
             if line is None or line == '':
                 break
             cols = line.strip().split(',')
+            # Checks if it's a header.
+            if cols[0] == 'id':
+                continue
 
             exch_timestamp = int(cols[4])
             loc_timestamp = exch_timestamp + feed_latency