I would like to request a feature for WL that allows a user to backtest intraday data on a survivorship bias free dataset. For example, utilize the WL Nasdaq 100 dataset list but pull 10-minute bars from IQFeed or another data source.
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We can't fulfil that request since it would acquiring survivorship-free intraday data that we have no way to collect.
You'd do better working with a data provider like Norgate to see if they can make a profitable business case for providing data like that.
You'd do better working with a data provider like Norgate to see if they can make a profitable business case for providing data like that.
Dang! I was hoping there would be a way to utilize the WL datasets as a filter for that day and then only pull intraday data afterwards (similar to granular processing). I’ll reach out to norgate.
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