Minute level factor function similar to Equitypricing.close

Hi understad that Equitypricing.close only works with daily data. is there a function i can use to pull minute data factors in pipeline?


You can pull it in as a custom dataset. If you just want the minute price at a particular time, you can do the following:

from zipline.pipeline import Pipeline, db

class MinuteDataAt10(db.Database):
    CODE = "usstock-1min"
    Close = db.Column(float)
    TIMES = "10:00:00"
    SHIFT = 1
pipeline = Pipeline(
    columns={"price_at_10": MinuteDataAt10.Close.latest},

However, that will be a little slow because it has to query the full minute bundle. An alternative approach that requires more upfront effort but will make the pipeline run much faster is to (1) create a custom database, write a script that queries the minute data and loads just the particular price (or whatever data point you want) into the custom database (one data point per sid per day), then in pipeline make a custom dataset (as shown above) that points to your custom database instead of pointing to the minute bundle. The advantage is that now your pipeline is only having to query a daily database (which contains a minute data point) instead of a full minute bundle, so it's faster.