When using local data files, what is the recommended way of splitting them up? 

Is it possible to use data files that are split up by month?

The `GetSource` function of TradeBar class seems to get a date parameters of types: typing.Union[datetime.datetime, datetime.date], but wasn't sure from documentation (below) that this enables splitting up files in a monthly (or anything else than daily) fashion.

    def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: typing.Union[datetime.datetime, datetime.date], isLiveMode: bool) -> QuantConnect.Data.SubscriptionDataSource:
        Get Source for Custom Data File
        >> What source file location would you prefer for each type of usage:
        :param config: Configuration object
        :param date: Date of this source request if source spread across multiple files
        :param isLiveMode: true if we're in live mode, false for backtesting mode
        :returns: String source location of the file.

Any help is appreciated