Setting up the DataConnector class and configuration

Initializing data sources and asset classes dynamically

Building EodConnector for historical OHLCV and fundamental data

Creating YFinanceConnector with parallel data retrieval for multiple stocks

Developing FredConnector for batch economic data access

Implementing SecConnector for efficient SEC filing downloads

Hands-on: Add a new data connector to the framework

Coding the Equities class: OHLCV, fundamentals, and corporate actions

Building the Indices class with real-time component updates

Creating the Crypto class with exchange-specific data fetching

Hands-on: Develop a multi-asset data retrieval script

Implementing async_get_ohlcv for parallel data retrieval

Optimizing API usage with advanced rate limiting

Designing efficient data request batching across sources

Hands-on: Build a high-throughput, multi-source data fetching pipeline

Implementing MongoDB for time series data with indexing optimization

Setting up Redis for high-speed caching and real-time data

Exploring S3 and Arctic storage options

Hands-on: Develop a high-performance data persistence layer

Creating optimized Dockerfiles for QuantJourney components

Implementing Docker Compose for multi-container orchestration

Managing secrets and configuration in containerized environments

Setting up health checks and automatic restarts

Hands-on: Dockerize QuantJourney and deploy a multi-container setup