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Hi,
I wonder what maximum number of symbols we can add to the portfolio during a live environment when using minute resolution.
Is there any limitation? does it depend on how much processing we are doing OnData()?
Thankss
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Fred Painchaud
Hi Mustafa,
It's not possible to answer that with a precise number. The amount of symbols you add to your portfolio is the amount of symbols you trade (you have a position in), that number depends on the amount of data you keep for each symbol, and also the amount of number crunching you do for each.
So it goes from a few dozens to a few thousands, I'd say.
It also depends on the trading node (computer) you use in terms of available RAM and CPU speed. CPU speed is simply to get your number crunching within your resolution. RAM holds your data.
Fred
Mustafa Oz
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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