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Buying at bid and selling at ask price multiple times in a day

Hi I am a newbie in python and Quantopian, and I am trying to write an algorithm to buy shares at bid price and sell at ask price multiple times in a day. Does anyone have any insight on how to do so?

Any ideas /comments are welcome. Thanks in advance!

1 response

Quantopian doesn’t support bid/ask prices. Only minute bars of OHLCV data. It’s not really intended for scalping strategies.