Attempting to load in the MSFT data without making any changes results in an error.
Running the following will edit the data and make it compatible with qlib:
import pandas as pd
data = pd.read_csv('MSFT_2004-10-31_2020-06-12_minute.csv')
data = data.drop_duplicates(subset='t', keep='first')
data.to_csv("MSFT.csv", index=False)To load in the MSFT data, place the resulting MSFT.csv from above into the csv_data folder and run the following:
python scripts/dump_bin.py dump_all --csv_path ~/.qlib/csv_data/MSFT.csv --qlib_dir ~/.qlib/qlib_data/MSFT.csv --include_fields v,vw,o,c,h,l,t,n,d --date_field_name t Contributors/project members: Alexis Porter, Benjamin Liu and Daniel Wang