Hi,
I want to collect data while live trading so that I don't have to download history by hand again.
is it possible?
QUANTCONNECT COMMUNITY
Hi,
I want to collect data while live trading so that I don't have to download history by hand again.
is it possible?
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Fred Painchaud
HI Gee,
Short answer: Yes.
Long answer: History is part of the engine. For performance reasons, when you can avoid calling it and it makes sense doing something else, it's good not to call it. But in many other situations, it makes a lot of sense to call it. It's there. So I am tempted to ask you “why don't you want to call history?”.
If you want to collect data while live trading, you can easily do so simply by using data structures adapted to what you want to collect and how you then want to use the data. If you code in Python, I would strongly recommend using a deque() to collect most data. A double ended queue was designed to enable efficient operations such as add to the head or tail, remove inside, insert inside, etc.
Fred
Gee Bejoe
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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