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Tick data and price history

Hello,

1. Does OnData with tick resolution occurs only on price change, or on every trade?

2. Is there another way to get price history for a security, other than handling it with a RollingWindow ?

Thanks

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And maybe a silly question -

3. How do I know which exchange symbol to use for each security (meaning, what is its main exchange symbol)?

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To be practical - if I want to trade with ebay (NASDAQ), which exchange symbol should I choose ?

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OnData is triggered when there is new data (price, delisting, dividends, etc). Whether it is triggered on price (quote) or trade, depends on the data type. If we have quote data, it will be triggered every quote (ask or bid) change, On the other hand, if we only have trade data, it will be triggered every trade.

We can either save the price history in a RollingWindow or make History Requests. The choice depends on the usage frequency.

Tickers for US listed companies do not vary from exchange to exchange. If you wan to trade Ebay, you just need to susbcribe it: 

// Initialize
AddEquity("EBAY", Resolution.Minute);

// OnData
Buy("EBAY", 100);

 

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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.


Great, thank you for clarifying these issues, much helpful !

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Please attach a backtest demonstrating the issue or contact support through the left side of the IDE.

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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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0

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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