SnapshotSelectionRule

class quantsupport.market.SnapshotSelectionRule

Timestamp matching: Exact, Closest, or Previous (never selects future data).

Closest can select later data. Equidistant timestamps prefer the earlier one.

Use the documented class values and operations below.

Source declaration

Class Attributes

Closest: ClassVar[SnapshotSelectionRule]

Exact: ClassVar[SnapshotSelectionRule]

Previous: ClassVar[SnapshotSelectionRule]