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How to get ask/bid price and size for a certain time of day?

Thank you!

3 responses

Joshua,

Quantopian only has minute bars (OHLCV) for both backtesting and live trading. If you are ambitious, you might be able to import the data from your own source using fetcher (see the help docs.), however, it would not be realtime for live trading.

Grant

Thank you, Grant!
Does IB provide these real time data?

Joshua,

I don't know about IB's offerings. You wouldn't be able to integrate the data real-time with Quantopian anyway.

Grant