Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Backtesting daily minute data?

I'm trying to run an algorithm that requires stock price info every 15 minutes, but as far as I can tell in the backtesting environment this information isn't accessible, just the opening/closing price for the day.
Is there a way I can get the share price of GOOG stock every 15 minutes or less from a day that occurred a year ago?

Thank you.

2 responses

Quantopian provides OHLCV minute bars, so every 15 minutes, you can look up the price for GOOG. Using history() you can access a trailing window of minutely data, however, I don't know if there is a length/memory limit. My hunch is that it is doable going back 1 year.

Ok, great, thank you Grant.