Data Ingestion for Quaq

Target Format: quaq CSV

The quaq engine reads OHLCV data as CSV with this exact format:

Header (case-sensitive):

timestamp,open,high,low,close,volume

Rules:

• timestamp: millisecond epoch integers (Unix time * 1000)
• One row per bar, ascending timestamp order, no duplicates
• All values numeric -- no NaN, null, empty, or string values
• Volume must be non-negative