Hey guys I have read the API help docs but I still cant work out the difference between these two quantities. I know they are both used to pull in previous trailing data but I dont see how they are different from each other.
Regards
Steve
Hey guys I have read the API help docs but I still cant work out the difference between these two quantities. I know they are both used to pull in previous trailing data but I dont see how they are different from each other.
Regards
Steve
Hi Steve,
Last I heard, the batch transform had been deprecated in favor of history. One difference is that history only works on minute bar data; you can't use it on daily bars (which can't be used for paper/live trading, anyway). Also, the batch transform does not provide a backtest 'warm-up' of data, whereas history will capture a trailing window of data prior to the start date of the backtest.
Grant