Hi,
I'm currently trying to create my a back testing environment in my own standalone Python IDE by using zipline.
I would like to use the minute based data from USEquityPricing. However, when looking into the zipline documentation I can not find any method for writing the USEquityPricing minute data read to my own disk.
It seems like it's possible to write daily USEquityPricing data by using zipline.data.us_equity_pricing.BcolzDailyBarWriter.
(http://www.zipline.io/_modules/zipline/data/us_equity_pricing.html#BcolzDailyBarWriter)
Does anyone know if it is possible to get the minute data? If not, are there any plans for making this available?
Best regards,
Chris