diff --git a/piker/data/marketstore.py b/piker/data/marketstore.py index 1baafb1a..84e62ecb 100644 --- a/piker/data/marketstore.py +++ b/piker/data/marketstore.py @@ -41,7 +41,7 @@ _quote_dt = [ ('Ask', 'f4'), ('Size', 'i8'), ('Volume', 'i8'), - # ('Broker_time_ns', 'i64'), + # ('brokerd_ts', 'i64'), # ('VWAP', 'f4') ] _quote_tmp = {}.fromkeys(dict(_quote_dt).keys(), np.nan) @@ -87,9 +87,8 @@ def quote_to_marketstore_structarray( # pack into List[Tuple[str, Any]] array_input = [] - # insert 'Epoch' entry first + # insert 'Epoch' entry first and then 'Nanoseconds'. array_input.append(int(secs)) - # insert 'Nanoseconds' field array_input.append(int(ns)) # append remaining fields @@ -97,7 +96,10 @@ def quote_to_marketstore_structarray( if 'f' in dt: none = np.nan else: + # for ``np.int`` we use 0 as a null value none = 0 + + # casefold? see https://github.com/alpacahq/marketstore/issues/324 val = quote.get(name.casefold(), none) array_input.append(val)