QuantRocket

Feeback request


#1

Hi there

I’m new to platform , yet I would like to know if is it possible to do backtesting using ticks and order book levels using your platform ? and how much does it cost per month as for a limited -budget subscriber who does not have an account yet with IB ? but in the near future may be

secondly what are aggreation levels ( time bars ) do you have for futures and forex major pairs ? i.e. how granular your historical data and live data is for forex and futures and options

best regards
ashraf


#2

Hi Ashraf,

You can see the historical data bar sizes in the docs. For real-time data you collect the ticks and can aggregate to any bar size you want. We don’t have level 2. For backtesting, the smallest practical bar size you can use with Moonshot or Zipline is 1 minute. You could backtest with ticks using a custom script. Currently IB is the only intraday data provider so you will need an IB account to do anything intraday.