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Fundumental Data for Real Time Trading.

Please someone confirm whether fundumental data can be used for real time trading not just backtesting?

Or when this feature will be implemented?  Thank you in advance.

 

Update Backtest








I would assume it's available in live, although as it wouldn't make much sense advertising it otherwise, but this is an assumption on my part, not a fact.

The main constraint in backtests last I checked is you only get new fundamental data at the turn of the month. So if you start running your algo March 1st, it will take until April 1st before it gets any fundamental data. (Again, if you starting running e.g. March 30th, it will still take until April 1st.) This is annoying since it can happen that your algo crashes or you need to restart it for some other reason. On the other hand, if you rebalance at start of month only it doesn't matter.

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Yes its available in live trading; its updated daily but some of the values are only released by each company monthly. The other indicators such as EPS etc are updated/reclaculated by MorningStar daily with the previous close price. If there is no change we fill the previous value forward.

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Update Backtest





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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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