QuantRocket

Sharadar Pricing Data Not Updated


#1

I run a script every week to get the latest prices from my Sharadar DB to create orders to trade the next day. However, when I ran my script today I noticed that the latest prices available from Sharadar were from February 14th. I re-ran the data collection for Sharadar several times, but the latest prices available are still for Feb 14th.

This has happened before on several occasions where the update is delayed by a day, but never for more than that. I don’t know if this is a Sharadar issue or a QR issue. But I think this should be fixed ASAP since having up to date prices is extremely important.


#2

Agreed, that’s bad.

Because Monday was a holiday, this is actually the same one (market) day delay you encountered before. This will be resolved going forward. The issue has been that QuantRocket processes the new data nightly at 5:20 PM, which is Sharadar’s recommended time, but occasionally Sharadar is delayed by some amount of time and QuantRocket has not been accounting for this possibility. Starting today, QuantRocket will process the new Sharadar data at 5:20 PM Eastern time (as before) and again at 5:20 AM in case of a delay. So running your trading script after, say, 7 AM would be the safest way to ensure the new data is there.

Easy fix, and sorry it didn’t happen sooner but I mainly think of Sharadar data for backtesting and didn’t realize some people were using it for live trading (since QuantRocket doesn’t support that internally).


#3

Right, forgot Monday was a holiday (live outside of US). Thanks for the fix.