Adding a GoldMiner Market Data Client to VeighNa

Summary

This post describes adapting VeighNa to use the GoldMiner market data service as a source of historical bars. It outlines the author's account of the free tier's available history, then highlights integration details: mapping bar intervals, reversing the exchange and symbol order used by the two systems, and handling timestamps that already include timezone information. The example client authenticates with a token and requests history before converting returned rows into VeighNa bar objects.

The sample is framed as a starting point for a VeighNa 2.x environment and covers minute bars, with tick data mentioned but not implemented in the shown code. It leaves dominant futures lookup unfinished and contains setup assumptions tied to the local client, account configuration, API fields, and library versions. The post provides implementation detail rather than trading research: it offers no analysis of data quality, latency, completeness, or strategy performance, and the advertised history limits should be checked against the service's current terms.

Key ideas

• The integration wraps GoldMiner historical market data in a VeighNa market data client.
• The example maps bar frequencies and converts exchange-symbol naming conventions between platforms.
• Returned timestamps already carry timezone information, while the client caps requests at the current time.
• The code demonstrates minute bars and leaves dominant futures lookup unfinished; its environment and service assumptions may require updates.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.