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
Rahul Chowdhury
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
RahulÂ
JL Lord
It seems option data has 2 days delay.
For example, today is Thursday morning, I can only back test option prices to Monday.
Is it possible to get Wednesday data on Thursday morning?
Varad Kabade
Hi @jl_lord ,
Unfortunately, it's not possible to get options data on the following day (Wednesday data on Thursday morning). Due to the high volume of options data, we have decided to start processing the raw data from our data vendor with a 1-day delay, so Wednesday data should only be available on Friday morning.
Best,
Varad Kabade
CQ
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