Darp8
- ago
Since WL is daily data, can I do what see in https://www.youtube.com/watch?v=-JOUQyl-7jw a quick demo of autotrader? In that case it was Tradier. I have IB already with workstation version, not web although could use web.

1. So both brokers provide the intraday data such as 1 or 15 min bars? Is there an in-depth tutorial of using both to do autotrading including the data setup? BTW the system used in demo is generally what I want to do.

2. For IB and Tradier generally how many days can you go back to backtest with intraday data?

3. So can you run say 5 strategies with 100 stocks in each of them (just as long as the stocks are not in more than one strategy) all at the same time?

4. I assume that with IB that USA, TSX and ASX could all be used in the same day?

5. Anyone here have Tradier working well autotrading and providing data? Do they get decent fill, better than just the Ask?

See a lot of wonderful things, getting ready to try it out.

Cheers

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Cone8
 ( 27.64% )
- ago
#1
I wrote much of the info here so I don't have to repeat each time someone asks -
https://wealth-lab.com/blog/wealthlab-data-providers

Tradier doesn't have intraday data.
Yes to everything else.
2
- ago
#2
QUOTE:
Tradier doesn't have intraday data.

Is that still true? I know the paper trading account won't stream, but can you run intraday trading strategies in the Tradier sandbox account?
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Cone8
 ( 27.64% )
- ago
#3
Still true unless shown otherwise.
You can trade intraday with Tradier, of course, but you're not getting intraday data from Tradier.
0
- ago
#4
Thank you.
0
- ago
#5
This is from their API documentation, which is why I asked.

QUOTE:
Realtime vs. Delayed
Realtime data is a pulled from a consolidated feed from all exchanges. Delayed data is constructed from the same feed but is delayed industry-standard 15 minutes.

Type Brokerage API Sandbox API
Equities Realtime Delayed
Options Realtime Delayed
Indices Delayed Not available
Mutual Funds Not Available Not Available
Greeks Hourly Not Available


https://documentation.tradier.com/brokerage-api/overview/market-data
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Cone8
 ( 27.64% )
- ago
#6
WealthLab will build intraday bars with Realtime (a.k.a. Streaming) data, but let's be clear: Tradier does not provide intraday historical bars.

https://documentation.tradier.com/brokerage-api/markets/get-history
See: Parameters > Interval
0
- ago
#7
Ah... That's why the intraday strategy I built for IB won't backtest with Tradier as the Broker / Provider. It can't get the historical intraday bars.
0
- ago
#8
It seems that this would give us 40 days worth of 5 min or 15 min historical data...

https://documentation.tradier.com/brokerage-api/markets/get-timesales
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Cone8
 ( 27.64% )
- ago
#9
It does seem so.
Who would have thought to look in "Time of Sales" for historical bars?
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Cone8
 ( 27.64% )
- ago
#10
Thanks to kmills000, we've got this implemented for the next Tradier Provider Build 21!
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