For instance, can a bot created using Quantconnect's platform have some 200 stocks in its universe and react accurately on second-level resolution (say for each ticker it has to keep track of several different indicators, and go through conditional logic for entries, taking profits, and stops)? What about 10 second? If I am interested in faster runtimes, would using Interactive Broker's native TWS library run any faster? Would a different broker or platform be a better choice? I've been looking around the Discussions but it seems most people use Quantconnect for swing trading/investing, or if day trading only look at several tickers say on minute-level resolution.
Jared Broad
Hi Dahui,
200 assets @ the second level would be fine, C# would be safest. It would likely be a 100ms delay during peak times (market open/market close). The best way to know for sure would be to give it a test. If doing python you could add on another 20-50ms for the python interpreter depending on what you do inside your algorithm.
IB market orders can take several seconds to fill, this is IB's delay though not ours. You can tell QC to send orders asynchronously to skip waiting for their responses.
Best
Jared
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Dahui
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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