I would like to paper-trade a system and need the previous day's data before the market opens so that I can place a market or limit order.
It doesn't appear that the previous day's data is available yet by 5 AM EDT. When does it become available?
At what time does the previous day's data become available in the Algorithm Environment?
There isn't a specific time which data becomes available and there is also no guarantee data will be available before markets open at 9:30AM ET. However, typically, all the data would be retrieved and processed by 5:00AM ET. However, one may not see the updated date in the IDE backtest calendar at that time. Opening a new IDE window and backtest, or simply refreshing the page, will force the IDE instance to update to the most current available date.
Disclaimer
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.
I noticed that the data is available in the Notebook environment several hours earlier.
Why is the data delayed by several hours before it is also available in the IDE?
@Erik Vik
There are a couple of things which cause the notebook environment to see data sooner than the IDE.
First, notebooks simply fetch the most recent dataset(s). There can be the possibility that price and volume data may be updated but Morningstar fundamentals may not, for example. The data feeds get updated independently as they are received from our data suppliers. However, for backtesting, we wait until ALL data is received before updating the IDE. This is to ensure the data is 'in synch' and complete before a backtest can run.
Second, once all the data is received, all the backtest servers are re-deployed. They are essentially stopped and re-started. Depending upon the number of servers this can take some time (tens of minutes).
So, the biggest reason you may see a 'several hour' difference in data availability is that the IDE is waiting for all data to be available, while notebooks present new data as it arrives.
Disclaimer
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.
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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.