canli-pit-lake

What it is

A Python library stores market bars, funding rows, corporate actions, and universe membership as Parquet, and every read requires an explicit as-of time. A bar is visible only after it closes, a corporate action only after it was knowable, quality flags keep their own lag, gaps are reported instead of filled, and delisted names stay in the membership intervals. Researchers who want history and a later decision to share one code path are the audience. Nothing defaults to the present, the package ships no public price archive, and vendor adapters still expect your own access to sources such as Polygon or exchange files.