Diagnosing Missing OHLCV Fields in BigQuant Feature Extraction

Summary

This support exchange concerns warnings from BigQuant’s feature extractor that it cannot find the open, high, low, close, and volume fields in its field mapping. The logs show the warnings recurring across multiple years while basic feature extraction still reports rows processed. The reply suggests checking whether field names such as high need a suffix, for example high_0, and asks for the strategy link so the issue can be reproduced.

The document offers a narrow troubleshooting lead rather than a confirmed diagnosis. It does not establish that adding a suffix resolves the warnings, explain how the field mapping works, or show whether the missing fields affect the resulting features or strategy. Reproduction with the actual strategy is presented as necessary for a reliable answer.

Key ideas

• The feature extractor reports that standard price and volume fields are absent from its field mapping.
• The warnings repeat across several years even as the logs report extracted feature rows.
• The response suggests checking whether a suffixed field name such as high_0 is required.
• The proposed naming change is unverified, and the reply requests the strategy for reproduction.

Tags

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