QuantRocket

How long does "collect_history" take to complete?


#1

I created a universe/database of 10 stock tickers from NYSE (using 1 minute bars). I then ran this command:

from quantrocket.history import collect_history
collect_history("my-db")

This command has been running for over 24 hours. Is it collecting all historical 1-min data on my 10 tickers? Is there a way to only collect only a certain number of years to speed this step up?

Are there any guidelines to estimate time this takes given bar size, universe size, and date range?

Thanks.


#2

Both collect_history and create_db have optional start_date/end_date parameters.

Guidelines and tips for initial data collection are in the docs:

https://www.quantrocket.com/docs/#historical-initial-data-collection