NATHAN LECLAIRE

Additionally, many vendors who provide programmatic access to the source data have limited history available. Feat is designed to always capture the latest data so that aged out underlying data is still available even when the window of available history shifts forward. It has support for pulling such data to a local machine using data providers' APIs as well as further refining it into samples useful for analysis... Feat can also be configured to work on data from providers it has not been precoded to support, such as a historical tick data CSV with arbitrary field names. In the Future, we want to expand Feat to rapidly generate data that is useful for forecasting models but can be slow to generate, such as autocorrelation, bubble tests, triple barrier labels, and more.