Downloading vs. collecting prices


I am having difficultly understanding how to analyse different universes without collecting data from IB each time.

I have followed the equities intro tutorial.

The workflow that I have in mind is:

  1. Collect listings for an entire exchange once, ever
  2. Collect historical (price) data for an entire exchange once, ever
  3. Subsequently, collect latest listings (e.g. daily) and append to the database in 1.
  4. Subsequently, collect latest (price) data (e.g. daily) and append to the database in 2.
  5. Experiment with different universes from master that are a subset of all listings already collected
  6. Download (not collect) price data for the universes created in 5.

The tutorial shows how to download (rather than collect) the listing data.

However, how to download (or copy) the price data that we have already collected?


What you describe is the normal workflow. To do so:

  1. Collect all listings for an exchange
  2. Define a universe of all listings for the exchange
  3. Collect price history for the universe (i.e. for the entire exchange)
  4. To update/append listings or price data, just re-run the same data collection commands
  5. Define sub-universes and query that portion of the price database using the universes parameter.