Back

When are the data updated?

Hi,

I am trying to find more information about when the data are updated each day for equity, fundamental and options.

1. When is the pricing or options data updated? Should I run my algorithm end of day or do I have to wait until next morning to pick up yesterday's latest data?

2. Are there real time live quotes we could use? For example, I saw some talk about integrating IEX data. If so, does it mean we could get real time quotes from IEX cloud?

Any help or point to the right document is appreciated.

Thanks,

CQ

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.


Hi CQ,

For backtesting, bar data is provided daily from our data vendors. Sometimes, there may be short delays in delivery, which results in missing data for some symbols for the most recent 1-2 days. However, approximately 95% of days all data types are available by market open then next day.

Fundamental data is provided by Morningstar. We update our fundamental data as Morningstar makes new fundamental data available. Most large cap equities have daily fundamental data updates, while some other smaller equities may have less frequent updates.

If you wish to run a back test on today's data, you will have to wait until at least the next day. However, you can simulate trades on today's data with live paper trading.

Our live algorithms, you can choose to use either your brokerage's data or QuantConnect's data, which comes directly from the exchange.

Best
Rahul 

1

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.


Loading...

This discussion is closed