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Data Range

Hi,

What data range do you have for US stocks?

In http://www.quantconnect.com/data/Stocks#1.1.2, you have mentioned QuantConnect provides tick data on all US stocks back to January 1st, 1998. But up to what date?. I think the stops sometime in 2012?

I have been trying a simple dollar cost average on SPY (ETF), and just wondering whether you guys upload latest date from your vendors as of t-1.

Joyanta
Update Backtest








Few more questions

1) Can I assume data is always consistent with trading days and USA calender.
2) Do you have support EU calender?
3) I want to limit my trades, do you have code snippet such I trades on a particular day at a particular time. Thus, I want something like this.

Assuming DateTimeStamp exists in securityData....and TradingDate is a placeholder where keep the next trading date.

public override void OnTradeBar(Dictionary securityData)
{
if ( securityData.DateTimeStamp.GetDate().Equals(TradingDate) )
{
if (midday)
Order(ETF, quantity); //symbol, quantity
TradingDate.AddMonth(1);
}
}
0

@Joyanta, Sorry I'll update the documentation. I intended to implement the updater the same week but didn't get around to it. At the moment it is until December 31st, 2012.

1 - Yes all US calendar at the moment but we are planning to support Europe eventually.
2 - Code Snippet: best would be to look at the base class for helper properties: https://github.com/QuantConnect

DateTime myDate = new DateTime(2012,12,15);
bool traded = false;

public override void OnTradeBar(Dictionary data)
{
if (Time.Date == myDate )
{
if (Time.Hour == 12 && traded == false)
Order("SPY", 123);
myDate.AddMonth(1); traded = false;
}
}
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.


I'll try and do the data-updater this weekend for you -- Maybe Monday night latest :)
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.


Excellent I will give this a try.
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Hey @joyanta, I tweaked it:

public partial class BasicTemplateAlgorithm : QCAlgorithm, IAlgorithm {

bool bTraded = false;
DateTime nextDate = new DateTime();

public override void Initialize() {
SetStartDate(2012, 06, 01);
SetEndDate(2012, 06, 30);
SetCash(30000);
SetRunMode(RunMode.Series);
AddSecurity(SecurityType.Equity, "IBM", Resolution.Minute);
}

public override void OnTradeBar(Dictionary data) {
if (Time.Date > nextDate) {
if (Time.Hour > 12 && !bTraded) {
Order("IBM", 10);
bTraded = false;
nextDate = Time.Date.AddHours(48);
}
}
}
}
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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