Hello everyone,

I am exploring the possibility of using Yahoo delayed data to build algo for live trading HK stock.
The custom data source I used for testing was
http://download.finance.yahoo.com/d/quotes.csv?s=0700.HK&f=sl1d1t1c1ohgv&e=.csv

I would like to know what will be the fetch frequency for custom data in live trading mode? (e.g. 1 fetch/minute)

Thank you very much in advance!

Regards,
Tino