Add append_data option to ParquetDataCatalog.write_data #1976
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Pull Request
Add append_data option to ParquetDataCatalog.write_data. This allows to download new historical data and append it to an existing catalog. The existing file will be loaded in memory, then written again followed by the new data.
Type of change
How has this change been tested?
on prototype, add append_data=True here https://github.com/nautechsystems/nautilus_trader/blob/develop/examples/backtest/databento_option_greeks.py#L60
Added test