US Equities And FX Tick Data Ready!
After months of work, and lots of coffee we’re proud to announce for the first time ever, tick data, a coveted asset of the financial industry is available through QuantConnect. We have every single trade on 16,000 stocks going back to 1998, along with 11 major currency FX pairs since 2007.
The IDE is faster than ever with a cluster of hundreds of machines running for your backtests: a 5 year tick simulation completes in about 60-120 seconds, and minute and second resolution candle complete much faster. This blistering speed is normally reserved for mega-quant funds and retail has never seen anything so powerful.
We’re grateful to our data providers, QuantQuote, and FXCM, thank you for giving us the highest quality data possible. In total it is 4 terabytes of data, entirely at your disposal. And, as always and forever, we’ve made it completely free for you.
To help you navigate, and give you some code examples to kick off we made the Data Library. Here you can copy-paste some code snippets to use the data.
Last week Simon interviewed Tadas Viskanta of Abnormal Returns, and FOREXThink interviewed Jared on the future of finance. We also finished the API documentation so you can dive in!
There’s a lot going on, so why don’t you drop us a line on the forums and we’d be happy to help –