How do we get tick data as per the data format here.
We'd like to implement this dollar bar in blueshift, and so far that we know to get market data is below :
data = data.history(
context.security,
['open', 'high', 'low', 'close', 'volume'],
context.lookback,
'1d')
# or perhaps theres a way to convert this above data into dollar bar ?
and we'd wish to implement the news data like in this course, how can we implement it in blueshift ?
Thank you!