QUANTCONNECT COMMUNITY
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
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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Joyanta
Jared Broad
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; } }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.
Jared Broad
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.
Joyanta
Jared Broad
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);
}
}
}
}
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.
Joyanta
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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