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Data Frequency

Is there a way to get more granular than minute by minute. I'd love to build an algorithm that runs by the second rather than minute.

1 response

Hello Alan,

The simple answer is no. Only OHLCV minute bars are available. However, in real-money live trading orders are asynchronously sent to the broker; as soon as the order is encountered in the code, it is sent. However, information is returned from the broker at a minutely update rate.