Hello fellows.
I need to trade an intra-day 5 minute bars strategy with the SP500 dataset. I can back test it but it doesn't stream data. I am suspecting it's due to the dataset is historic, and I may solve it by using a customized data set. Am I wright? If so can anybody please share me a custom dataset (SP500), I am lazy :D
I need to trade an intra-day 5 minute bars strategy with the SP500 dataset. I can back test it but it doesn't stream data. I am suspecting it's due to the dataset is historic, and I may solve it by using a customized data set. Am I wright? If so can anybody please share me a custom dataset (SP500), I am lazy :D
Rename
Knowing you, you're using Interactive Brokers for data/streaming, correct?
That's not going to work for more than 100 symbols unless you pay for extra quote bundles or whatever they call them. Further, if you're using TWS, the 100 symbols includes those that you're viewing there.
For 500 symbols, streaming, you'll need a REAL data provider. Not only for the quotes, but to load the intraday data quickly too. IQFeed Provider is the way to go if you can afford the cost of the client subscription (about $100/month). A paid subscription to AlphaVantage might work too, not sure.
That's not going to work for more than 100 symbols unless you pay for extra quote bundles or whatever they call them. Further, if you're using TWS, the 100 symbols includes those that you're viewing there.
For 500 symbols, streaming, you'll need a REAL data provider. Not only for the quotes, but to load the intraday data quickly too. IQFeed Provider is the way to go if you can afford the cost of the client subscription (about $100/month). A paid subscription to AlphaVantage might work too, not sure.
Re: S&P 500 DataSet. The current list of constituents sans delisted and excluded symbols (updated weekly) can be found under the World Indices group > U.S. - S&P - S&P 500.
Somehow, it worked fine after my post, I did nothing different with Interactive Brokers or WL. It simply started to stream and trade.
Streaming?
100 symbols will work, 400 won't (unless you buy more quote bundles at IB).
100 symbols will work, 400 won't (unless you buy more quote bundles at IB).
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