Hello, I've been searching for a way to backtest using Interactive Brokers data but haven't been able to find any. I need to import hourly VIX Index price and equities to my backtest. Thank you.
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Seeking way to backtest using Interactive Brokers data, including hourly VIX Index price and equities.
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Backtesting With Interactive Brokers Data?
John Ener | August 2021
Hello, I've been searching for a way to backtest using Interactive Brokers data but haven't been able to find any. I need to import hourly VIX Index price and equities to my backtest. Thank you.
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Varad Kabade
Hi John Ener,
Please refer to the docs regarding importing custom data to use IB or other data during backtesting. QuantConnect provides survivorship bias-free, split- and dividend-adjusted US Equities data from January 1st, 1998 to today on all US stocks; we also provide VIX index data at minute resolution. To add VIX data to your algorithm, refer to the following code snippet.
Best,
Varad Kabade
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