I'm trying to store order book data into an influx db. This is what the data looks like:
Datetime BidPrice BidSize AskPrice AskSize Level
2018-08-15 09:21:15 6347.67 14.561605 6347.68 3.189313 0
2018-08-15 09:21:15 6347.52 2.351050 6348.10 0.102000 1
2018-08-15 09:21:15 6347.47 4.640000 6348.96 0.010000 2
2018-08-15 09:21:15 6346.20 2.902000 6349.00 0.300000 3
2018-08-15 09:21:15 6346.19 5.042739 6349.20 0.002000 4
2018-08-15 09:21:15 6346.13 1.072136 6349.22 0.433458 5
2018-08-15 09:21:15 6346.00 0.070000 6350.00 4.434813 6
2018-08-15 09:21:15 6345.50 0.002000 6350.15 0.170300 7
2018-08-15 09:21:15 6345.15 3.500000 6350.44 0.202500 8
2018-08-15 09:21:15 6345.00 0.100000 6350.54 0.001000 9
2018-08-15 09:21:15 6344.89 1.000000 6350.82 0.001000 10
The Level is the depth in the order book. So Level=0 would be top of the book. When I write points:
client.write_points(df,measurement='bidask',time_precision='s',database='orderbook_test',tags={'Market':'BTC/USD'},protocol='json')
since they all have the same timestamp, I only get the entry with Level=10. It overwrites the others. I'm guessing I need to some how put Level as a tag so that each row can be unique but I'm not sure how to do that.
I solved this by using tag_columns=['Level']