Hi everyone,
I am looking for data on settled (delivered) stocks volume and price for my statistical model. I understand that stocks are delivered in 3 days (now 2), so i would get this information with a few days delay - which is fine for me.
With this information I am hoping to "filter" any intraday trades out. Is this data available anywhere? I tried looking this up with several market data providers and exchanges, but I am struggling to find this out.
Thank you!
Sounds like the Reg+T rules only on cash accounts.
With the other account type, a margin account, the catch is: pattern day trade (PDT) limitation if below portfolio value of 25k.
On Quantopian, even when live trading via IB or RobinHood was underway, the only issue I recall is that the variable context.account.settled_cash was needed on RH, so along that line, these search results might help a bit.
[soap box]
It would be easy to imagine cash account RegT (instituted in 2001 in the middle of the dot com crash) as a way to slow down the less sophisticated investors, or a dinosaur since accounting is undoubtedly near-instant now and that was 18 years ago.
And margin account PDT, very restrictive for the little guy, could instead be up to the broker on who they trust or how many of them, for example, with SEC limitations/rules applying not on investors but to the brokers based on their liquidity. I understand their need to hinder recklessness but we could surely apply our minds to stock market rules and come up with way to honor more closely the free enterprise we say we believe in.
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