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a few basic questions...
jman tablet
posted

Hi everyone, i am very new to quantopian...and python!

  1. futures data
    It looks to me that only stock data is available. Is this the case? and if so are there any plans to incorporate futures into the service?

  2. bar data beyond just closing price
    I would like to track the OHLC for the minute bars. Is it possible to do a moving average or other manipulations to just the high or just the low of the bars? I saw other posts that used the low of the past 'x' bars as the stop point so i assume the data can be used but i cannot find any references to what the appropriate code language is...

  3. I also saw a post that seemed to indicate you could build your own charts from the data but of course i did not book mark it and cannot find it any more. Anyone tried building renko like charts? The search came up empty to me...

Thanks for any and all help!

4 responses
Grant Kiehne

Hello jman,

No futures yet, to my knowledge.

The minute-level bar data are available (run the attached algorithm and look at the log output). You can write your own moving average using the batch transform, on the OHLC values (let me know if you can't sort it out).

Charting is limited. You can produce simple time series charts of up to 5 variables (see attached). Not sure why the charts aren't down to the minute-level?

Grant

jman tablet

Thanks for the info. To bad on futures...hopefully soon.

I will try to get to things over the next few days and let you know how i do.

cheers!

Gus Gordon

For #2, there is info on how to get different data for each bar here: https://www.quantopian.com/help#api-event-properties

Regarding #3, look here: https://www.quantopian.com/help#ide-record. From your post I'm not sure if you're aware of the help docs, so there they are if you have not seen them. I don't think there's a way yet to make renko-like charts since you can only plot smooth lines, but you may be able to work around that.

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Bassem Yacoube

Has there been any update on this?
I am also looking for Futures data and Renko charts

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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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.