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Data

Hello! Im trying to figure out the data feed that is used for backtesting. I was wondering how small the data feed came in? Such as does it come in per tick or is the smallest a minute?

1 response

The data are OHLCV minute bars, i.e. for each minute of the trading day, you get the open price, the high & low prices, and the closing price, along with the total volume for the minute. You can also get daily OHLCV bars.