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Equities Bid and Ask prices.

Hi,

It would be nice to have an option to pay for equity bid and ask price. It could bring you money and help a lot for backtests and live.

Thanks

Update Backtest








Hi Maly,

Bid/Ask price is only available for options, futures and forex. QuoteBar data is available for equity which does not have bis/ask price.

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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.


@Jing Wu Is Bid/Ask price available for BTCUSD / ETHUSD / LTCUSD?

I suppose you meant "TradeBar data is available for equity"

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Yes, TradeBar data is available for equity. 

Bid/Ask price is not available for BTCUSD, ETHUSD and LTCUSD because just like equity, this is TradeBar data. The backtest below shows the Slice data being fed for the cryptocurrencies is TradeBar data, which provides OHLCV data, not Bid/Ask prices.

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Is there still no bid/ask data for equities? Any plans to provide this soon?

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Hi Warren Harding,

There is still no plans to provide it soon.
Hopefully it is something we may look into in the near future.

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.


Update Backtest





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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